Duration captures one important aspects of interest rate risk. Namely... Questio
ID: 2824425 • Letter: D
Question
Duration captures one important aspects of interest rate risk. Namely...
Question 4 options:
The price risk deriving from a large shift in the term structure.
The price risk deriving from a twist movement in the term structure.
The price risk deriving from a butterfly movement in the term structure.
The price risk deriving from a small shift in the yield term structure.
A.The price risk deriving from a large shift in the term structure.
B.The price risk deriving from a twist movement in the term structure.
C.The price risk deriving from a butterfly movement in the term structure.
D.The price risk deriving from a small shift in the yield term structure.
Explanation / Answer
Duration captures the price risk deriving from a small shift in the yield term structure
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