- Modified Duration Cont Suppose There Is A Bond Selling At 1 100 With A Yield To Maturity Of 6 0 And A Duration Of 3 1 (65.91 KiB) Viewed 37 times
Modified Duration (cont.) Suppose there is a bond selling at $1,100 with a yield to maturity of 6.0% and a duration of 3
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Modified Duration (cont.) Suppose there is a bond selling at $1,100 with a yield to maturity of 6.0% and a duration of 3
Modified Duration (cont.) Suppose there is a bond selling at $1,100 with a yield to maturity of 6.0% and a duration of 3.2 years. If the yield changes from 6.0% to 5.9%, what would be the dollar change on the bond price? AP/P =D [A(1+y) / (1+y)] 15
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