Which of the following is not a property of duration? a. A longer maturity generally yields a

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Which of the following is not a property of duration?

a. A longer maturity generally yields a longer duration.

b. Duration generally increases at a decreasing rate as maturity lengthens.

c. A bigger coupon generally yields a longer duration.

d. A higher yield to maturity generally yields a shorter duration.

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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Question Posted: Dec 29, 2023 10:05 PM

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Which of the following is not a property of duration? a. A longer maturity generally yields a

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Fundamentals Of Investments Valuation And Management

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