A Treasury strip with 10-year maturity and $100 par value has a current price of $55.84. Suppose
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A Treasury strip with 10-year maturity and $100 par value has a current price of $55.84. Suppose that the interest rate drops over the next year by 1 percent. What is the holding period return on this strip over the next year?
Related Book For
Fixed Income Securities Valuation Risk and Risk Management
ISBN: 978-0470109106
1st edition
Authors: Pietro Veronesi
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