Question: PLS DO NOT DO IT IN EXCEL ESTIMATE THE CHANGE IN THIS BONDS PRICE USING BOTH DURATION AND CONVEXITY . b. Bond A has the
PLS DO NOT DO IT IN EXCEL
ESTIMATE THE CHANGE IN THIS BONDS PRICE USING BOTH DURATION AND CONVEXITY .
b. Bond A has the following information: Face value: RM1,000 Coupon rate: 8% Potential change in interest rate: 0.004% Time to maturity: 15 The yield to maturity is 5% Using compounding interest rate b. Bond A has the following information: Face value: RM1,000 Coupon rate: 8% Potential change in interest rate: 0.004% Time to maturity: 15 The yield to maturity is 5% Using compounding interest rate
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
