What is the effective duration for a 7-year USD bond issued by ABC, a coupon of 3%

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What is the effective duration for a 7-year USD bond issued by ABC, a coupon of 3% (semiannual) priced @ 1.90%. Shock annual yields +/- 1%? Use par value of $100

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Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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Posted Date: Feb 26, 2024 01:45 AM

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What is the effective duration for a 7-year USD bond issued by ABC, a coupon of 3%

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To calculate the effective duration of a bond we need to calculate the change in price of the bond f... View the full answer

Fixed Income Analysis

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