8007 Exam II: Mathematical Foundations of Risk Measurement - 2015 Edition

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Showing 10–10 of 10 questions

Question 10

A 2-year bond has a yield of 5% and an annual coupon of 5%. What is the Macaulay

Duration of the bond?

Select an option, then click Submit answer.

  • 2

  • 1.95

  • 1.86

  • 1.75