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Basic Question 7 of 17

Which determinant has a direct relationship with convexity?

A. Coupon
B. Maturity
C. Yield

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I used your notes and passed ... highly recommended!
Lauren

Lauren

Learning Outcome Statements

calculate and interpret convexity and describe the convexity adjustment

calculate the percentage price change of a bond for a specified change in yield, given the bond's duration and convexity

CFA® 2024 Level I Curriculum, Volume 4, Module 12.