Question
Calculate the Effective Duration of the below assuming a 50 bps (0.50%) yield increment: Dark Rebel Bonds are priced at $99.48. They carry a 4.0%
Calculate the Effective Duration of the below assuming a 50 bps (0.50%) yield increment:
Dark Rebel Bonds are priced at $99.48. They carry a 4.0% coupon, 4.10% yield, pay annually and mature in 6 years.
| 5.237 | ||
| 4.953 | ||
| 5.389 | ||
| 5.751 |
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Modern Equity Investing Strategies
Authors: Anatoly B Schmidt
1st Edition
9811239495, 978-9811239496
