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- 2011-7-2
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lindalibinbin Wrote:
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> So if they say the duration is positive, does that
> mean there's negative relationship between
> interest rate and price; and if it's negative
> duration, then it's positive relationship between
> interest rate and price?
>
> This was based on Schweser Vol. 2 Exam 2PM #15.6.
Yes. |
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发表于 2011-7-13 13:24
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