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Find the derivative of the previous result from Problem #4 above, with respect to the quoted yield i. Use this derivative to approximate the change
Find the derivative of the previous result from Problem #4 above, with respect to the quoted yield i. Use this derivative to approximate the change in the price of the T-Bill if the yield were to have decreased by 0.002 (i.e. 0.2%) immediately after the T-Bill was purchased. approach as one gets closer and closer to the maturity For the T-Bill in question 4 above, what value does date? Find the derivative of the previous result from Problem #4 above, with respect to the quoted yield i. Use this derivative to approximate the change in the price of the T-Bill if the yield were to have decreased by 0.002 (i.e. 0.2%) immediately after the T-Bill was purchased. approach as one gets closer and closer to the maturity For the T-Bill in question 4 above, what value does date
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