GARP Financial Risk and Regulation (FRR) Series 2016-FRR Question # 52 Topic 6 Discussion

GARP Financial Risk and Regulation (FRR) Series 2016-FRR Question # 52 Topic 6 Discussion

2016-FRR Exam Topic 6 Question 52 Discussion:
Question #: 52
Topic #: 6

Floating rate bonds typically have ________ duration which means they have ________ sensitivity to interest rate changes.


A.

long, small


B.

long, high


C.

short, high


D.

short, small


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