Why does a Fixed (non zero) Coupon Bond's Spread Duration approximate its Modified Duration closer to Maturity

According to Kaplan, a fixed coupon bond’s spread duration approximate its modified duration as the bond moves closer to maturity. I can understand the modified duration approximating its maturity but why the spread duration as well?

Hi,

I disagree with that statement from Kaplan and I could not find the matching/similar statement in the official textbook. You may want to write back to Kaplan and ask them to clarify.

As far as I know, for a fixed coupon bond, the spread duration will approximate the modified duration regardless of the remaining time to maturity.

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