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Modified Macauley Method is used to determine the bond's duration
A. True
B. False

1 Answer

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Final answer:

The Modified Macaulay Method is indeed used to calculate a bond's duration, which measures the bond's price sensitivity to interest rate changes. The statement is true.

Step-by-step explanation:

The Modified Macaulay Method is used to determine the bond's duration. The statement given is A. True.

Duration is a financial concept that measures the sensitivity of a bond's price to changes in interest rates. The Macaulay duration calculates the weighted average time before a bondholder would receive the bond's cash flows. The modified duration adjusts this metric to account for the change in bond prices due to interest rate changes.

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