Question
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
-
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%
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% |
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Health Care Finance Economics And Policy For Nurses
Authors: Betty Rambur
2nd Edition
0826152538, 978-0826152534
