Suppose that the following weekly interest- rate volatility estimates are computed: absolute rate change = 3.85 basis
Question:
Suppose that the following weekly interest- rate volatility estimates are computed: absolute rate change = 3.85 basis points percentage rate change 2.14%
a. What is the annualized volatility for the absolute rate change?
b. What is the annualized volatility for the percentage rate change?
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