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Which of the following bond has the highest interest rate risk? A. A 5 year treasury bond with zero coupon rate. B. A 5 year

Which of the following bond has the highest interest rate risk?

A.

A 5 year treasury bond with zero coupon rate.

B.

A 5 year treasury bond with 10% coupon rate.

C.

A 10 year treasury bond with zero coupon rate.

D.

A 10 year treasury bond with 10% coupon rate.

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