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A bond has duration of 6.51 and sells for $1051.36. The averagemonthly change in its yield is 0 basis points and the standarddeviation of such
A bond has duration of 6.51 and sells for $1051.36. The averagemonthly change in its yield is 0 basis points and the standarddeviation of such changes is 26.6 basis points. The value at risk(VAR) a 2 answers
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Research Methods Statistics and Applications
Authors: Kathrynn A. Adams, Eva Marie K. Lawrence
1st edition
1452220182, 978-1452220185
