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If a nonparallel increase in the yield will occur, which of the following bonds will depreciate the most? Bond A Bond B Bond C Bond
If a nonparallel increase in the yield will occur, which of the following bonds will depreciate the most?
Bond A
Bond B
Bond C
| Bond | Modified Duration | Convexity | Yield |
| A | 5.78074 | 28.95068 | 25 bps |
| B | 6.70123 | 42.57169 | 15 bps |
| C | 8.75121 | 81.07524 | 10 bps |
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Dividend Policy On Share Price Volatility In Indian Stock Market
Authors: Vijay Deswal
1st Edition
3841859623, 978-3841859624
