Question: Consider the modified duration of a floating rate note, inverse floater, and the collateral from which they were created. You would expect the modified duration

Consider the modified duration of a floating rate note, inverse floater,

Consider the modified duration of a floating rate note, inverse floater, and the collateral from which they were created. You would expect the modified duration to be largest for: The inverse floater. The floating rate note. The collateral. There is no reliable relationship between the durations of these securities

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