For the daily yield volatility computed in Question 5, what is the annual yield volatility assuming the

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For the daily yield volatility computed in Question 5, what is the annual yield volatility assuming the following number of trading days in the year: 250, 260 and 365.

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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