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D5=0.9507 Suppose the current time is t=0 and the discount factors for years 1,,5 are as follows: D1=0.9901,D2=0.9884,D3=0.9764,D4=0.9614,D5= What is the dollar gamma $ of
D5=0.9507 Suppose the current time is t=0 and the discount factors for years 1,,5 are as follows: D1=0.9901,D2=0.9884,D3=0.9764,D4=0.9614,D5= What is the dollar gamma $ of the a 5 year fixed coupon bond that pays coupons $50 at years 1,2,..5 with the face value of $1000 ? 26411165453405439215
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