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Which bond has the greatest interest rate risk? Yield-to-maturity for all the bonds is 10% Bond Coupon term to maturity Face Value A 0% 10
Which bond has the greatest interest rate risk? Yield-to-maturity for all the bonds is 10%
| Bond | Coupon | term to maturity | Face Value |
| A | 0% | 10 | 1000 |
| B | 10% | 10 | 1000 |
| C | 40% | 10 | 1000 |
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Advanced Modelling In Mathematical Finance
Authors: Jan Kallsen, Antonis Papapantoleon
1st Edition
3319458736, 978-3319458731
