Increasing duration implies that interest - rate risk has increased.
举一反三
- Effective duration is essential to measuring interest rate risk of a bond with an embedded call option because:
- The interest rate risk of a fixed-rate bond with an embedded call option is best measured by: A: Effective duration B: Modified duration C: Macaulay duration
- Currency swaps are commonly used to manage risk, such as ( ). A: Exchange rate risk B: Interest rate risk C: Credit risk D: Moral hazard E: Liquidity risk
- Foreign exchange risk mainly includes ( ) A: transaction risk B: translation risk C: economic risk D: interest rate risk
- Since then the number of wild animals there _____greatly. A: have increased B: has increased C: is increased D: are increasing