Question
You observe the following 1-year yields on a corporate and government bonds over the course of several days: Corp yield Govt Yield 3.19 1.11 3.32
You observe the following 1-year yields on a corporate and government bonds over the course of several days: Corp yield Govt Yield 3.19 1.11 3.32 1.89 3.87 1.87 3.56 1.84 3.71 1.78
What is your estimate of expected annual percentage loss on the risky bond?
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Bond Markets Analysis and Strategies
Authors: Frank J.Fabozzi
9th edition
133796779, 978-0133796773
