A bond has a duration of 7 65 and has a YTM of 0 08 when interest rates change by 100 basis points What is the expected change in price for the bond using only this information A bond has a duration of 7 65 and has a YTM of 0 08 when interest rates change by 100 basis points What is the expected c...

To calculate the expected change in price for a bond we can use the modified duration formula Modifi ...

A bond has a duration of 7.65 and has a YTM of 0.08 when interest rates...

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ISBN: 9780073530703

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Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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A bond has a duration of 7.65 and has a YTM of 0.08 when interest rates...

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