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is there any difference between effective duration for a 50 basis points and decrease in yield and effective duration for a 100 basis points change
is there any difference between effective duration for a 50 basis points and decrease in yield and effective duration for a 100 basis points change in yield? Do they have the same meaning?
- A corporate bond with 8% annual paying coupon matures in exactly 12 years. The bond is currently yielding 7%. What is the effective duration for a 100 basis points change in yield? >BV+50bp= BV50bp= Effective Duration =Step by Step Solution
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