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Basic Question 9 of 10
If an investor has a zero duration gap, ______
B. he is hedged against interest rate risk.
C. his risk is to higher interest rates.
A. his risk is to lower interest rates.
B. he is hedged against interest rate risk.
C. his risk is to higher interest rates.
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Your review questions and global ranking system were so helpful.
Lina
Learning Outcome Statements
describe the relationships among a bond's holding period return, its Macaulay duration, and the investment horizon
define, calculate, and interpret Macaulay duration
CFA® 2025 Level I Curriculum, Volume 4, Module 10.