• Question 18

• 0.5 Points

• 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:

  1. 1,000,000

  3. 5,000,000

  5. 1,250,000

  7. 2,000,000