What is the effect of greater expected interest-rate volatility on the option- adjusted spread of a security?

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Bond Markets Analysis And Strategies

ISBN: 9780130402660

4th Edition

Authors: Frank J. Fabozzi

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Question Posted: Jul 28, 2024 03:03 AM

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What is the effect of greater expected interest-rate volatility on the option- adjusted spread of a security?

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Bond Markets Analysis And Strategies

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