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SIE: Debt Securities
SIE practice questionmediumInterest rate risk

A bond trader is concerned about volatility in the prices of long-term bonds. Which risk is most relevant to her concern?

  1. AReinvestment risk
  2. BInterest rate risk✓ Correct answer
  3. CCurrency risk
  4. DCall risk
Explanation

Why BInterest rate risk

Long-term bonds are especially sensitive to interest rate movements, which is interest rate risk. The other risks do not directly cause bond price volatility.

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