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Basic Question 0 of 2
Refer to the following price-yield curve.
The estimated changes due to duration are represented by ______.
User Contributed Comments 2
| User | Comment |
|---|---|
| msusolar | can anybody explain? |
| CFAMay2022 | A&B reps changes in price due to change in YTM/slope of the tangent line (rather than actual changes on curve) |
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Tamara Schultz
Learning Outcome Statements
construct hypothesis tests and determine their statistical significance, the associated Type I and Type II errors, and power of the test given a significance level
CFA® 2025 Level I Curriculum, Volume 1, Module 8.