Question: 1 pts > Question 8 In a bond portfolio, the price risk and the reinvestment rate risk associated with a change in market rates exactly

 1 pts > Question 8 In a bond portfolio, the price

1 pts > Question 8 In a bond portfolio, the price risk and the reinvestment rate risk associated with a change in market rates exactly cancel out each other when the investment (time) horizon equals the duration of the portfolio. average of the shortest duration and longest duration of the bonds in the portfolio. difference between the shortest duration and longest duration of the individual bonds in the portfolio. weighted average maturity of the bonds in the portfolio

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