Question
The current bond price is 99.35; if interest rate goes up by 20 bps, the bond price drops to 99.10. Then the one-sided up-duration of
The current bond price is 99.35; if interest rate goes up by 20 bps, the bond price drops to 99.10. Then the one-sided up-duration of the bond is closest to: A:1.24, B:1.26, C:1.28
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Financial Informatics An Information Based Approach To Asset Pricing
Authors: Dorje C Brody, Lane Palmer Hughston, Andrea Macrina
1st Edition
9811246483, 978-9811246487
