From a bond it is known that the worst expected loss in 1 day at 95% would

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From a bond it is known that the worst expected loss in 1 day at 95% would be 3.5 basis points and in price it would be $ 4. What is the price of the bond if the modified duration is 8.9 years?

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Introduction to Probability

ISBN: 978-0716771098

1st edition

Authors: Mark Daniel Ward, Ellen Gundlach

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Posted Date: Oct 17, 2020 04:35 PM

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From a bond it is known that the worst expected loss in 1 day at 95% would

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Introduction to Probability

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