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GARP 2016-FRR Exam - Topic 4 Question 24 Discussion

A risk associate evaluating his current portfolio of assets and liabilities wants to determine how sensitive this portfolio is to changes in interest rates. Which one of the following four metrics is typically used for this purpose?
A) Modified duration
B) Duration of default
C) Effective duration
D) Macaulay duration

GARP 2016-FRR Exam - Topic 4 Question 24 Discussion

Actual exam question for GARP's 2016-FRR exam
Question #: 24
Topic #: 4
[All 2016-FRR Questions]

A risk associate evaluating his current portfolio of assets and liabilities wants to determine how sensitive this portfolio is to changes in interest rates. Which one of the following four metrics is typically used for this purpose?

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Suggested Answer: A

by Herminia at Jul 19, 2026, 07:03 AM

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