Your portfolio contains 60 of Bond I and 40 of Bond II Details of the two bonds are given below 10 year zero coupon government bond, par value $1000, current price $613 91 10 year zero coupon corporate bond, par value $1000, default premium 2 Find the price of Bond II and its convexity ...

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Your portfolio contains 60% of Bond I and 40% of Bond II. Details of the two bonds

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Your portfolio contains 60% of Bond I and 40% of Bond II. Details of the two bonds are given below:

10-year zero coupon government bond, par value $1000, current price = $613.91
10-year zero coupon corporate bond, par value $1000, default premium= 2%

Find the price of Bond II and its convexity

Posted Date: May 19, 2024 09:03 PM

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Your portfolio contains 60% of Bond I and 40% of Bond II. Details of the two bonds

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