Which of the following appreciates most during a period of falling interest rates?

Which of the following appreciates most during a period of falling interest rates?


A) 7.2% coupon, 3 year maturity.

B) 7.4% coupon, 3-1/3 year maturity.

C) 7.6% coupon, 3-1/2 year maturity.

D) 7% coupon, 2-7/8 year maturity.



Answer: C) 7.6% coupon, 3-1/2 year maturity.


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