a. Duration for a coupon bond is greater than its maturity.
b. For a zero-coupon bond, the duration is equal to its maturity.
c. For bonds with the same maturity and selling at the same yield, the lower the coupon
rate, the greater a bond’s duration and volatility.
d. For bonds with the same coupon rate and selling at the same yield, the longer the
maturity, the larger the duration and price sensitivity.
e. b, c, and d only.
A common OTC option between two sectors of the market is an option on:
a. Interest rates.
b. The yield curve.
c. Fixed-income securities.
d. Pass-throughs.
e. None of the above.
The fundamental difference between discount and coupon Treasury securities is:
a. The spread between the bid and ask prices is narrower than in other sectors of the