Question: A 5y bond with 3% annual coupons has a price of $105.5421 using a yield of

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Question: A 5y bond with 3% annual coupons has a price of $105.5421 using a yield of 1.83%, and price of $105.4931 using a yield of 1.84%. If you own $20m face of the bond, what is your DV01(Dollar Duration)?

Posted Date: May 18, 2024 08:04 PM

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Question: A 5y bond with 3% annual coupons has a price of $105.5421 using a yield of

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