medium · Certified Financial Planner Professional Conduct

The Moreau investment portfolio holds a long-duration bond. Interest rates rise by 1%. The linear duration estimate predicts a 12% drop in the bond's price.

What does the concept of bond convexity tell us about the actual price change?

  1. The actual price will drop by more than 12%.
  2. The actual price will be slightly higher than the linear estimate.
  3. The actual price change depends entirely on the bond's coupon rate.
  4. The actual price will drop by exactly 12%.

Sign up free to see the explanation and track your rank →

More Certified Financial Planner Professional Conduct practice

KomFi: Test Prep Made Easy

KomFi: Test Prep Made Easy — free adaptive practice for GMAT, GRE, SAT, ACT, National Real Estate Exam, Investment Banking, and finance with full explanations.

KomFi Academy is free GMAT prep and personalized GMAT help built as a training platform: 89,613+ practice questions, 30,000+ flashcards, on-demand video lectures, podcasts, and 4K slide decks. Flagship tracks: Free GMAT Prep, Free GMAT Resources, National Real Estate Exam Prep, Investment Banking Prep, Finance Prep, GRE, SAT, ACT, LSAT, MCAT, Financial Accounting, Private Equity, Private Credit, and Quantitative Finance.

Free GMAT Prep & Personalized GMAT Help

What's inside

Topics

View pricing · Read testimonials