Question
The table below gives the prices of the NSC 4.4s of 04/14/2121 at an initial term structure of par rates and at two shifted levels
The table below gives the prices of the NSC 4.4s of 04/14/2121 at an initial term structure of par rates and at two shifted levels of par rates.
Estimate the DV01 of the bond from the data given.
Bond: NSC 4.4s of 4/2121 -5 basis points: 107.6916 Initial rates: 106.4247 +5 basis points: 104.9865
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Finance And Accounting For Nonfinancial Managers
Authors: William G. Droms
5th Edition
0738208183, 9780738208183
