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ACI

3I0-012 · Question #189

Which of the following statements is correct regarding duration?

The correct answer is D. It decreases as maturity decreases. See the full explanation below for the reasoning.

Question

Which of the following statements is correct regarding duration?

Options

  • AIt is a measure of the average price of a financial instrument.
  • BIt doesn't take into account the timing and market value of cash flows.
  • CIt increases if the average coupon increases.
  • DIt decreases as maturity decreases

How the community answered

(46 responses)
  • A
    11% (5)
  • B
    2% (1)
  • C
    7% (3)
  • D
    80% (37)

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Full 3I0-012 Practice