a. Suppose that the spread duration for a fixedrate bond is 2.5. What is the approximate change

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a. Suppose that the spread duration for a fixedrate bond is 2.5. What is the approximate change in the bond’s price if the spread changes by 50 basis points?

b. What is the spread duration of a Treasury security?

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Bond Markets Analysis And Strategies

ISBN: 9780132743549

8th Edition

Authors: Frank J Fabozzi

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Question Posted: Jul 28, 2024 05:00 AM

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a. Suppose that the spread duration for a fixedrate bond is 2.5. What is the approximate change

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Bond Markets Analysis And Strategies

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