The inverse relationship between price change and interest rate change is represented by ___________?

Correct answer: B. negative duration

  • A. negative discount
  • B. negative duration
  • C. positive duration
  • D. positive discountTry Prep Courses

Explanation

Bond prices generally move inversely to interest rates, and this inverse sensitivity is expressed in the price-change formula as a negative duration effect. Duration itself is usually reported as a positive measure, so the wording uses the sign of the relationship rather than the conventional duration definition.

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