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A 8.60% coupon, 12 year annual bond has a yield immaturity of 9.78%. Assuming the par value is 1000 in the YTM does not change
A 8.60% coupon, 12 year annual bond has a yield immaturity of 9.78%. Assuming the par value is 1000 in the YTM does not change over the next year, compute the following;
a) Price of the bond today:
b) Price of the bond in one year:
c) Capital gains yield:
d) current yield:
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Handbook Of Hedge Funds
Authors: François-Serge Lhabitant
1st Edition
0470026634, 978-0470026632
