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Basic Question 0 of 10
The two approaches produce the same portfolio duration when ______
B. the yield curve is flat.
C. the change in the cash flow yield is the same as the change in the yields-to-maturity on the individual bonds.
A. the yield curve has a parallel shift.
B. the yield curve is flat.
C. the change in the cash flow yield is the same as the change in the yields-to-maturity on the individual bonds.
User Contributed Comments 1
| User | Comment |
|---|---|
| zriddle | Most things seem to be equal when the yield curve is flat. |
You have a wonderful website and definitely should take some credit for your members' outstanding grades.
Colin Sampaleanu
Learning Outcome Statements
calculate the duration of a portfolio and explain the limitations of portfolio duration;
CFA® 2024 Level I Curriculum, Volume 5, Module 46.