Question
Suppose there is a 100 bps increase in yields. Which of the following statements best describes the estimated price change on a 10Y semi-annual bond
Suppose there is a 100 bps increase in yields. Which of the following statements best describes the estimated price change on a 10Y semi-annual bond with a modified duration of 7.12
options:
The price increases by 7.12%
The price decreases by 7.12%
The price will remain unchanged
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Supply Chain Finance Solutions
Authors: Erik Hofmann, Oliver Belin
1st Edition
3642175651, 978-3642175657
