Question
A coupon bond has a remaining maurity of two yers, and pays a coupon of 6% anually. The yield of the bond with annual compounding
A coupon bond has a remaining maurity of two yers, and pays a coupon of 6% anually. The yield of the bond with annual compounding is 4%.
Assume that face value is 100, what is the DV01 of the bond?
0.0133
0.0202
0.0164
0.0274
0.0194
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Investments Analysis and Management
Authors: Charles P. Jones
12th edition
978-1118475904, 1118475909, 1118363299, 978-1118363294
