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A $1,000 face value corporate bond has 1.5 years to maturity and 5% coupon. The bond trades at $1,014.42. a. Compute the duration and convexity
A $1,000 face value corporate bond has 1.5 years to maturity and 5% coupon. The bond trades at $1,014.42. a. Compute the duration and convexity of the bond.
b. Compute modified duration and modified convexity/
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Covered Calls Option Trading Strategy
Authors: Andrew P.C.
1st Edition
1549658697, 978-1549658693
