a. Explain what a 10-year key rate duration of 0.35 means? b. How is a key rate

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a. Explain what a 10-year key rate duration of 0.35 means?

b. How is a key rate duration computed?

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Bond Markets Analysis And Strategies

ISBN: 9780130402660

4th Edition

Authors: Frank J. Fabozzi

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Question Posted: Jul 27, 2024 03:01 AM

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a. Explain what a 10-year key rate duration of 0.35 means? b. How is a key rate

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Bond Markets Analysis And Strategies

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