Which of the following statements about Macaulay duration is correct? A. A bonds coupon rate and Macaulay

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Which of the following statements about Macaulay duration is correct?

A. A bond’s coupon rate and Macaulay duration are positively related.

B. A bond’s Macaulay duration is inversely related to its yield-to-maturity.

C. The Macaulay duration of a zero-coupon bond is less than its time-to-maturity.

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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 statements about Macaulay duration is correct? A. A bonds coupon rate and Macaulay

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The correct statement about Macaulay duration is B A bonds Macaulay duration is inverse...View the full answer

Fixed Income Analysis

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