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Basic Question 13 of 14

When interest rates are high relative to a bond's coupon, the effective duration of a putable bond should be ______ that of an otherwise identical straight bond.

A. higher than
B. similar to
C. lower than

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Lina

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Learning Outcome Statements

calculate and interpret effective duration of a callable or putable bond;

compare effective durations of callable, putable, and straight bonds;

describe the use of one-sided durations and key rate durations to evaluate the interest rate sensitivity of bonds with embedded options;

CFA® 2025 Level II Curriculum, Volume 4, Module 28.