A bond is yielding 8.5% pa with continous compounding. it has duration of 1.5 years and is

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A bond is yielding 8.5% pa with continous compounding. it has duration of 1.5 years and is currently valued at $102.50.

Calculate the change in the value of the bond for a 20 basis point rise in yield?

Related Book For answer-question

Financial Management for Public Health and Not for Profit Organizations

ISBN: 978-0132805667

4th edition

Authors: Steven A. Finkler, Thad Calabrese

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Posted Date: May 03, 2023 04:27 AM

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A bond is yielding 8.5% pa with continous compounding. it has duration of 1.5 years and is

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ANSWER To calculate the change in the value of the bond for a 20 basis point rise in yield we first ... View the full answer

Financial Management for Public Health and Not for Profit Organizations

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