With respect to a bond with an embedded option, for parallel shifts in the benchmark yield curve, effective duration most likely indicates the same interest rate sensitivity as:
Exam-Like
A
Key rate durations.
50.0%
B
Modified duration.
50.0%
C
Macaulay duration.
0.0%
Powered ByGPT-5.2
With respect to a bond with an embedded option, for parallel shifts in the benchmark yield curve, effective duration most likely indicates the same interest rate sensitivity as: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
