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Basic Question 17 of 24
The term structure of yield volatility is the relationship between ______.
B. the yields-to-maturity and times to maturity
C. the volatility of bond yields and yields-to-maturity
A. the volatility of bond yields-to-maturity and times to maturity
B. the yields-to-maturity and times to maturity
C. the volatility of bond yields and yields-to-maturity
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Learning Outcome Statements
explain why effective duration and effective convexity are the most appropriate measures of interest rate risk for bonds with embedded options
calculate the percentage price change of a bond for a specified change in benchmark yield, given the bond's effective duration and convexity
CFA® 2025 Level I Curriculum, Volume 4, Module 13.