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Sally owns a $1,000-par zero-coupon bond that has six years of remaining maturity. She plans on selling the bond in one year and believes :that

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Sally owns a $1,000-par zero-coupon bond that has six years of remaining maturity. She plans on selling the bond in one year and believes :that the required yield next year will have the following probability distribution Required Yield Probability 0.1 7.60% 6.80% 0.2 7.10% 0.3 8.70% 0.2 5.70% 0.1 7.70% 0.1 ?What is the Standard Deviation of the bond at the time of sale : ! 46.28 A 28.61 .B 82.10.C 28.01 .D

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