easy · Certified Financial Planner Retirement

The Fournier family is evaluating a zero-coupon bond with a 10-year maturity.

If interest rates decrease, how will the bond's price change relative to its Macaulay Duration estimate?

  1. The true price will be lower than the duration estimate
  2. The price change will be exactly 10% for every 1% change in rates
  3. The true price will be higher than the duration estimate
  4. The price will not change because it is a zero-coupon bond

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