8002 practice question 13 of 25
A 2-year bond has a yield of 5% and an annual coupon of 5%. What is the Macaulay Duration of the bond?
Choose your answer, then check it against the explanation.
A 2-year bond has a yield of 5% and an annual coupon of 5%. What is the Macaulay Duration of the
bond?
Question 13 of 25
Keep practicing
Take the free 8002 practice test
Ten exam-style questions with answers and explanations, plus the exam facts and study guides.
More questions
Other 8002 practice questions
- Question 1You are investigating the relationship between weather and stock market performance. To d…
- Question 2An underlying asset price is at 100, its annual volatility is 25% and the risk free inter…
- Question 3An asset price S is lognormally distributed if:
- Question 4If a random variable X has a normal distribution with mean zero and variance 4, approxima…
- Question 5If A and B are two events with P(A) = 1/4, P(B) = 1/3 and P(A intersection B) =1/5, what …
- Question 6Let N(.) denote the cumulative distribution function of the standard normal probability d…