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You are given the following information with respect to a 3-year 6% annual coupon bond and about factor sensitivities: Maturity (years) Yield (c.c) beta(level) beta(slope)
You are given the following information with respect to a 3-year 6% annual coupon bond and about factor sensitivities: Maturity (years) Yield (c.c) beta(level) beta(slope) 1 4% 1.09 -0.3 2 6% 1.15 -0.4 3 7% 0.93 0.3 Find the slope factor duration for this bond.
Question 2 options: 0.735 0.855 1.083 0.917 0.662
JUST POST ANSWER DONT NEED STEPS (This will be faster and ill give thumbsup)
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