Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Assume that the spread duration of a bond u SHORT is 3 years. u have a POSITIVE return of 3% for your position. What is

image text in transcribed

Assume that the spread duration of a bond u SHORT is 3 years. u have a POSITIVE return of 3% for your position. What is the spread appreciation/depreciation that caused this 3% of positive return ? hint: ATD U short! +1%1%+0.5%0.5%

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Financial Analysis With Microsoft Excel

Authors: Timothy R. Mayes

9th Edition

0357442059, 9780357442050

More Books

Students also viewed these Finance questions