The bond with the highest duration
By applying your knowledge of the factors affecting a bond's duration, you can often tell which bond will have the highest duration without directly calculating it.
This is useful if, for example, you need to quickly decide which bond in a portfolio will be the riskiest.
Which of the bonds from the options below will have the highest duration?
This exercise is part of the course
Bond Valuation and Analysis in Python
Hands-on interactive exercise
Turn theory into action with one of our interactive exercises
