Fixed Income Q93

0. Analyst 1: Yield duration statistics measure the sensitivity of a bond’s full price to the bond’s own yield to maturity.
Analyst 2: Curve duration statistics measure the sensitivity of a bond’s full price to the benchmark yield curve. Which analyst’s statement is most likely correct?

  • Option : C
  • Explanation : Yield duration statistics measure the sensitivity of a bond’s full price to the bond’s own yield to maturity. Curve duration statistics measure the sensitivity of a bond’s full price to the benchmark yield curve.
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