Question
Suppose that the weekly interest-rate volatility estimate for the absolute rate change is 3.85 basis points. What is the annualized volatility for the absolute rate
Suppose that the weekly interest-rate volatility estimate for the absolute rate change is 3.85 basis points. What is the annualized volatility for the absolute rate change, in basis points? a) 27.76 b) 200.20 c) 200.75 d) None of the above
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Fixed Income Securities Tools For Todays Markets
Authors: Bruce Tuckman, Angel Serrat
3rd Edition
0470891696, 978-0470891698
