Question
1. Calculate the duration and volatility of the following bonds (face value = $1,000) a)A 5-year, 6% bond with YTM of 6% b) A 5-year,
1. Calculate the duration and volatility of the following bonds (face value = $1,000)
a)A 5-year, 6% bond with YTM of 6%
b) A 5-year, 8% bond with YTM of 6%
c) A 5-year, 8% bond with YTM of 10%
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Internal Auditors For Stock Brokers
Authors: National Institute Of Securities Markets (NISM)
1st Edition
9350717581, 978-9350717585
