Question
I foresee a 20 bp decrease in the YTM of a bond quoted at 2%, with sensitivity 5. On a nominal value of 100 million
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I foresee a 20 bp decrease in the YTM of a bond quoted at 2%, with sensitivity 5. On a nominal value of 100 million riyals and if this YTM drop really took place, the benefit of the operation would be:
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1,000,000
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5,000,000
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1,250,000
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2,000,000
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Personal Finance
Authors: Jack Kapoor, Les Dlabay, Robert Hughes
4th Edition
0256147175, 978-0256147179
