Using the bond data Round to two decimals what is the effective duration of the bond assuming a 1 increase in current interest rates Bond Terms Par Value Duration (yrs) Coupon Frequency Current rates Bond features MACD Modified Duration $1,000 4 4 00 Semiannual 4 75 Callable at Par 3 732 3 645 Usi...

The effective duration of a bond measures its sensitivi ...

Using the bond data Round to two decimals what is the effective duration of the bond...

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Using the bond data Round to two decimals what is the effective duration of the bond assuming a 1% increase

Bond Terms Par Value Duration (yrs) Coupon Frequency Current rates: Bond features: MACD Modified Duration

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Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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Posted Date: Nov 11, 2023 12:57 AM

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Using the bond data Round to two decimals what is the effective duration of the bond...

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Fixed Income Analysis

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