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

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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 basis point change in yield?

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Introduction to Finance Markets Investments and Financial Management

ISBN: 978-1118492673

15th edition

Authors: Melicher Ronald, Norton Edgar

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Posted Date: Apr 20, 2023 12:20 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

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To find the dollar duration for a 100 basis point change in yield we c... View the full answer

Introduction to Finance Markets Investments and Financial Management

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