Investment VehiclesPregunta 32 de 110

Which bond carries the greatest interest rate risk, all else equal?

a.A 2-year bond with a high coupon
b.A 5-year bond with a high coupon
c.A 5-year zero-coupon bond
d.A 30-year zero-coupon bond

Explicación

Interest rate risk increases with longer maturity and lower coupons, both of which lengthen duration. A 30-year zero-coupon bond has the longest duration and thus the greatest price sensitivity to rate changes. Shorter maturities and higher coupons reduce that sensitivity.

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