(a) Explain what a 10-year key rate duration of 0.35 means? (b) How is a key rate...

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(a) Explain what a 10-year key rate duration of 0.35 means?
(b) How is a key rate duration computed?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:26 AM

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(a) Explain what a 10-year key rate duration of 0.35 means? (b) How is a key rate...

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a The key rate duration is an approach to measure the exposure of a bond or bond portfolio to shifts in the yield curve The basic principle of key rat...View the full answer

Bond Markets Analysis and Strategies

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