Holding other factors constant, the interest-rate risk of a coupon bond is lower when the bond's

A. term to maturity is lower.
B. coupon rate is higher.
C. yield to maturity is lower.
D. term to maturity is lower and coupon rate is higher.
E. All of the options are correct.


D. term to maturity is lower and coupon rate is higher.

The longer the maturity, the greater the interest-rate risk. The lower the coupon rate, the greater the interest-rate risk. The lower the yield to maturity, the greater the interest-rate risk. These concepts are reflected in the duration rules; duration is a measure of bond price sensitivity to interest rate changes (interest-rate risk).

Business

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