CFA Practice Question

There are 764 practice questions for this topic.

CFA Practice Question

The equation [PV-- PV+]/[2xΔCurvePV0] is used to calculate the ______.

A. Macaulay duration
B. Modified duration
C. Effective duration
Correct Answer: C

Effective duration is a curve duration.

User Contributed Comments 1

User Comment
janglejuic also could be PV+ - PV- / 2x curve x pv0
You need to log in first to add your comment.