Consider a 4% coupon, 10-year Treasury note whose full price 103.3521 and is yielding 3.62%. The dollar

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Consider a 4% coupon, 10-year Treasury note whose full price 103.3521 and is yielding 3.62%. The dollar value of a 1 basis point change in yield is 0.08421. What is the dollar duration for a 100 basis point change in yield?

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 30, 2024 01:02 AM

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Consider a 4% coupon, 10-year Treasury note whose full price is 103.3521 and is yielding 3.62%. The dollar value of a one basis point change in yield is 0.08421. What is the dollar duration for a 100...
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Consider a 4% coupon, 10-year Treasury note whose full price 103.3521 and is yielding 3.62%. The dollar

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Introduction To Fixed Income Analytics

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