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07:34 ET N W(0) Problem 1: 5.74% of 2026 GOI security is trading at 6.96 YTM. If the security experiences a 100 basis points hike.
07:34 ET N W(0)
Problem 1: 5.74% of 2026 GOI security is trading at 6.96 YTM. If the security experiences a 100 basis points hike. Calculate PV01 for 69 such securities. NOTE: Assume the face value of the security to be 100 .
Problem 2: 2031, 6.68% GOI security with YTM 7.05% with a face value of 100 undergoes an increase in the YTM by 75 basis points. Calculate the PV01. NOTE: There is only o
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