S&P Global Ratings Interview Question: What is duration? If you had ... | Glassdoor

Interview Question

Research Assistant Interview(Student Candidate) New York, NY

What is duration? If you had two bonds, one 5 year and

  another 10 year, and interest rates went up, which bond would decrease more in value?
Answer

Interview Answer

1 Answer

1

10 year decrease more
while interest rate went up, the price of bonds went down

Anonymous on Jul 26, 2016

Add Answers or Comments

To comment on this, Sign In or Sign Up.