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You have a bond that has a Face Value of $1,000 and coupon rate of 5% paid semi- annually and maturity in 7.5 years. The
You have a bond that has a Face Value of $1,000 and coupon rate of 5% paid semi- annually and maturity in 7.5 years. The YTM of the bond is 4.8%. Calculate the duration of the bond by changing the YTM by an amount 0.01%
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Multifractal Financial Markets An Alternative Approach To Asset And Risk Management
Authors: Yasmine Hayek Kobeissi
1st Edition
1461444896, 978-1461444893
