The face value of a bond is 1000. It has 240 quarters till maturity. The coupon rate

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The face value of a bond is 1000. It has 240 quarters till maturity. The coupon rate is 8% and the coupons are received semi-annually. The YTM of the bond is 10%. Compute the duration of the bond if YTM is shocked up and down y 15bp?

Posted Date: May 19, 2024 09:05 AM

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The face value of a bond is 1000. It has 240 quarters till maturity. The coupon rate

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