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A U.S. investor holds a bond portfolio that includes bonds that are an obligation of a British company and denominated in British pounds. In estimating the sensitivity of the value of that foreign position to rates in the United States, with respect to the country beta for Great Britain and the British bond’s duration, it is most correct to say a: A. lower country beta and higher bond duration will lead to lower interest rate risk. B. lower country beta and lower bond duration will lead to higher interest rate risk. C. higher country beta and higher bond duration will lead to higher interest rate risk. |