What is the DV01 of a 1-year 4% quarterly coupon bond with a $1,000 face value...

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What is the DV01 of a 1-year 4% quarterly coupon bond with a $1,000 face value and yield to maturity of 5%? Round to three decimal places. Try not to round until final answer [Hint: First compute the MacD, then ModD, and then DV01. Note that m=4]. What is the DV01 of a 1-year 4% quarterly coupon bond with a $1,000 face value and yield to maturity of 5%? Round to three decimal places. Try not to round until final answer [Hint: First compute the MacD, then ModD, and then DV01. Note that m=4].

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Given Face Value FV 1000 Coupon Rate C 4 per annum Yield to Maturity YTM 5 per annum Number ... View the full answer