Chartered Financial Analyst Level 1
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An analyst gathers the following information about a pension plan's liabilities:
Interest Rate Assumption Present Value of Liabilities (in $Millions)
0.5% 198
1.0% 186
1.5% 174
If interest rates are currently 1.0%, the effective duration of the liabilities is closest to:
An analyst gathers the following information about a pension plan's liabilities: Interest Rate Assumption Present Value of Liabilities (in $Millions) 0.5% 198 1.0% 186 1.5% 174 If interest rates are currently 1.0%, the effective duration of the liabilities is closest to:
Exam-Like
A
6.5.
B
12.9.
C
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