The duration of a bond is the weighted average maturity of the future cash flows
expected to be received on a bond. Which of the following statements concerning
duration is true? A. The longer the time to maturity, the greater the duration.
B. The higher the coupon rate, the lower the duration.
C. The shorter the duration, the greater the price volatility.
D. All of the options are true.
E. None of the options is true.
Answer:
Which of the following is an advantage of trading financial futures to hedge
interest-rate risk?
A. Only a fraction of the value of the contract must be pledged as collateral
B. Brokers’ commissions are relatively low
C. There is no market risk in trading futures contracts
D. All of the options are correct
E. Only a fraction of the value of the contract must be pledged as collateral and
brokers’ commissions are relatively low