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Concept Version 6
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Duration

Modified duration

Modified duration

The modified duration is the name given to the price sensitivity and is the percentage change in price for a unit change in yield.

Source

    Boundless vets and curates high-quality, openly licensed content from around the Internet. This particular resource used the following sources:

    "Duration (finance)."
    http://en.wikipedia.org/wiki/Duration_(finance) Wikipedia GNU FDL.

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