Calculate the percentage price change for 4 bonds with different annual coupon rates (5% and 10%) and
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Calculate the percentage price change for 4 bonds with different annual coupon rates (5% and 10%) and different maturities (3 years and 10 years), starting with a common 7.5% YTM (with annual compounding frequency), and assuming successively a new yield of 5%, 7%, 7.49%, 7.51%, 8% and 10%
Related Book For
Investment Analysis and Portfolio Management
ISBN: 978-0538482387
10th Edition
Authors: Frank K. Reilly, Keith C. Brown
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