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Question 625 - CTFA discussion

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Which of the following measures the sensitivity of an asset's price to interest rate movements, expressed as a number of years?

A.
Duration
Answers
A.
Duration
B.
Yield to maturity
Answers
B.
Yield to maturity
C.
Convexity
Answers
C.
Convexity
D.
Immunization
Answers
D.
Immunization
Suggested answer: A
asked 16/09/2024
Joyce Ann Devilles
41 questions
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