Question: QUESTION 30 Effect of the shift in the benchmark yield curve is distinguished between primary effect and secondary effect. What is the metric for the

QUESTION 30

  1. Effect of the shift in the benchmark yield curve is distinguished between primary effect and secondary effect. What is the metric for the secondary effect of the shift?

a.

Effective convexity

b.

Duration convexity

c.

Ancillary convexity

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