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Question of the Week - Effective Duration

exam_whizexam_whiz IllinoisPosts: 68 Sr Associate
edited August 2014 in Level 1 Questions
A 10 Year semi-annual 8% coupon bond is selling at $967. If the yields increase by 50 basis points the price is expected to fall to $924 and if the yields decrease by 50 Basis points the price is expected to rise to $1010. The effective duration is closest to:

Question of the Week - Effective Duration 22 votes

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farlo001 1 vote
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RoyDtoonerva 2 votes
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artyeaselrsparksjmsatchwellPiaec_testTeemosimply_complex2shannondailyunfer11ssrsinghaylouis13thendry7rachelmabrahmb2rdxgcompolongotmcinernyarhelpaferocious 19 votes

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