The holding period for a bond at which the coupon reinvestment risk offsets the market price risk
Question:
The holding period for a bond at which the coupon reinvestment risk offsets the market price risk is best approximated by:
A. Duration gap.
B. Modified duration.
C. Macaulay duration.
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The correct answer is C Macaulay duration Macaulay duration is a measure of a bonds price sensitivit...View the full answer
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