I buy a 10-year BBB bond at a yield over 10-year maturities of 350 basis points and

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I buy a 10-year BBB bond at a yield over 10-year maturities of 350 basis points and short a 10-year Treasury. If the spread increases to 400 basis points, do I make or lose money?

What if the spread falls to 300 basis points?

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Financial Statement Analysis

ISBN: 978-0078110962

11th edition

Authors: K. R. Subramanyam, John Wild

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Posted Date: Jun 24, 2023 02:50 AM

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I buy a 10-year BBB bond at a yield over 10-year maturities of 350 basis points and

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Financial Statement Analysis

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