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Price a 2y 5.3% semi-annual pay bond, callable at 102, assuming rate volatility is 15% and yields are as below. Once you have priced this
Price a 2y 5.3% semi-annual pay bond, callable at 102, assuming rate volatility is 15% and yields are as below. Once you have priced this bond, calculate its annualized yield to call. T Y(0,1) 0.5 1.2% 1 3.2% 1.5 4.5% 2 5.3% Price a 2y 5.3% semi-annual pay bond, callable at 102, assuming rate volatility is 15% and yields are as below. Once you have priced this bond, calculate its annualized yield to call. T Y(0,1) 0.5 1.2% 1 3.2% 1.5 4.5% 2 5.3%
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