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发布时间:2023-10-05 00:58:49

[单项选择]What is the duration of a floating rate bond that has six years remaining to maturity and has semi-annual coupon payments. Assume a flat-term structure of 6 percent. Which of the following is closest to the correct duration()
A. 0.500.
B. 6.000.
C. 12.000.

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