The correlations for the communication and technology sector is reported to be: AAA-AA rated corporate bonds =

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The correlations for the communication and technology sector is reported to be:

AAA-AA rated corporate bonds = −0.31

A rated corporate bonds = −0.34

BBB rated corporate bonds = −0.36

Calculate the duration multiplier for the three credit rating categories.

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Bond Markets Analysis And Strategies

ISBN: 9780253337535

10th Edition

Authors: Frank J. Fabozzi, Francesco A. Fabozzi

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Question Posted: Jan 21, 2024 12:07 PM

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The correlations for the communication and technology sector is reported to be: AAA-AA rated corporate bonds =

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Bond Markets Analysis And Strategies

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