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If the duration of a 10-year zero, face value $1000, ytm 4.48% p.a. is 9.78 , What is the dollar duration? What is it's DVBP?
If the duration of a 10-year zero, face value $1000, ytm 4.48% p.a. is 9.78, What is the dollar duration? What is it's DVBP? What is the approx. change in bond price given an 80 bp increase yield?
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International Financial Management
Authors: Cheol Eun, Bruce G. Resnick
2nd Edition
0072318252, 9780072318258
