Question: 1 . What is the relationship between duration and ( i ) maturity, ( ii ) coupon rate, and ( iii ) current interest rates?
What is the relationship between duration and i maturity, ii coupon rate, and iii current interest rates?
What is the relationship between the accuracy of the duration estimation and the size of the change in interest rates?
Relationship between duration and immunization of a liability.
Problems with the repricing model.
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