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what is the default risk premium of a corporate bond if the real rate is 4.9%, the expected inflation is 4.2%, the liquidity premium is
what is the default risk premium of a corporate bond if the real rate is 4.9%, the expected inflation is 4.2%, the liquidity premium is 3.2%, the maturity risk premium is 0.9%, and the yield is 14.2%?
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Applied Quantitative Finance
Authors: Härdle
3rd Edition
3662544857, 978-3662544853
