userld475h发布于:2019-10-24 18:08:33浏览551次 FRM FRM Part I
52 As the maturity of a bond rises its price sensitivity:
A. falls
B. rises
C. stays constant
D. rises or falls depending on the relative level of coupon
Answer: B
As the maturity of the bond rises its duration gets longer and therefore its price sensitivity
increases.