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What is the YTM of the following bond? Settlement 7/19/2016 Maturity 7/19/2022 Annual Coupon 4% Bond Price $ 950 Face Value $ 1,000 Coupons per
What is the YTM of the following bond?
| Settlement | 7/19/2016 |
| Maturity | 7/19/2022 |
| Annual Coupon | 4% |
| Bond Price | $ 950 |
| Face Value | $ 1,000 |
| Coupons per year | 2 |
| YTM |
What is the duration of the following bonds? Use the duration function to solve.
| Settlement | 7/19/2016 |
| Maturity | 7/19/2020 |
| Annual Coupon | 5% |
| Bond Price | $ 1,050 |
| Face Value | $ 1,000 |
| Coupons per year | 1 |
| YTM | 4% |
| Duration |
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Tail Risk Hedging Creating Robust Portfolios For Volatile Markets
Authors: Vineer Bhansali
1st Edition
0071791752,0071791760
