) THE DURATION OF THE SWAP IN WATANABE'S FIRST PROPOSAL TO KONDO IS...

4. - CFA MOCK EXAM LEVEL III MOCK EXAM VERSIONB QUESTIONS 2014
CFA MOCK EXAM LEVEL III MOCK EXAM VERSIONB QUESTIONS 2014

4.) The duration of the swap in Watanabe's first proposal to Kondo is closest to:

A. –1.75.

B. –2.00.

C. –2.75.