Which of the following is most appropriate for measuring a bonds sensitivity to shaping risk? A. Key

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Which of the following is most appropriate for measuring a bond’s sensitivity to shaping risk?

A. Key rate duration

B. Effective duration

C. Modified duration

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Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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Question Posted: Nov 08, 2023 04:19 AM

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Which of the following is most appropriate for measuring a bonds sensitivity to shaping risk? A. Key

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The most appropriate measure for a bonds sensitivity to shaping risk is A Key rate duration Shaping ...View the full answer

Fixed Income Analysis

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