Effective duration measures modified duration measures, Financial Management

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Effective duration measures modified duration measures

1. MacAulay duration measures

a. Estimated linear change in price for a change in yield to maturity

b. Estimated linear change in price for a change in benchmark yield

c. Weighted average of time to receipt of coupon interest payments

2. Effective duration measures

a. Estimated linear change in price for a change in yield to maturity

b. Estimated linear change in price for a change in benchmark yield

c. Weighted average of time to receipt of coupon interest payments

3. Modified duration measures

a. Estimated linear change in price for a change in yield to maturity

b. Estimated linear change in price for a change in benchmark yield

c. Weighted average of time to receipt of coupon interest payments

4. The point where reinvested coupons offsets the drop in the price of a bond in a rising rate environment is also known as

a. MacAulay duration

b. Effective Duration

c. Modified Duration

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Financial Management: Effective duration measures modified duration measures

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