The duration which is divided by the interest rate plus one is classified as ____________?

Correct answer: C. modified duration

  • A. decreased duration
  • B. increase duration
  • C. modified duration
  • D. at par durationAccounting & Auditing

Explanation

Modified duration is calculated by dividing Macaulay duration by one plus the yield to maturity, or Duration ÷ (1 + interest rate). It measures a bond’s approximate percentage price sensitivity to interest-rate changes.

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