Question: When taking the question, it would appear as: Looking at the yield curve below, what is the YTM of a standard bond with a coupon


When taking the question, it would appear as: Looking at the yield curve below, what is the YTM of a standard bond with a coupon rate of 2% ? (in \%, two decimals) [ Your Answer: Answer When grading the question, it would appear as: Suppose all rates increase by 20 basis points (eg., the one year moves from 1.00% to 1.2%, the two year from 1.2 to 1.4, etc.). What is the new price predicted by the duration formula? 6) When taking the question, it would appear as: What is the new duration of the bond (after the rate increase)? (round to two decimal places) Your
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