Which of the following measures the sensitivity of an assets-11229
Which of the following measures the sensitivity of an assets price to interest rate movements, expressed as a number of years?
This multiple choice question (MCQ) is related to the book/course vu fin630 Investment Analysis & Portfolio Management. It can also be found in vu fin630 Final Term - Quiz No.2.
Which of the following measures the sensitivity of an assets price to interest rate movements, expressed as a number of years?
Duration
Yield to maturity
Convexity
Immunization