6. For a given term to maturity and initial yield, the lower the coupon rate the greater...

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6. For a given term to maturity and initial yield, the lower the coupon rate the greater the price volatility of a bond.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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