Calculate which bond has a greater sensitivity to yield and its change Bond A 10-year maturity 10%

Calculate which bond has a greater sensitivity to yield and its change

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Bond A 10-year maturity 10% Coupon YTM 10% = Bond B 5-year maturity 5% Coupon YTM = 5% Other Bond Characteristics Equal Equal Equal Which Bond has higher duration? Bond A 10-year maturity 10% Coupon YTM 10% = Bond B 5-year maturity 5% Coupon YTM = 5% Other Bond Characteristics Equal Equal Equal Which Bond has higher duration?

Answer rating: 100% (QA)

Bond A Bond B Other Bond Characteristics Which Bond has a higher duration 10year maturity 5year matu... View the full answer