A five-year bond with a yield of 11% (continuously compounded) pays an 8% coupon at the end of each year. What is the bond's duration?() A.3.982 B.4.536 C.4.256 点击查看答案 你可能感兴趣的试题 问答题 Fill in the blank For the expressionf(t)=tε(t)+2ε(t−2)−tε(t...
1.why does the reinvestment rate affect the annual rate of return for the same bond?2.if the expected rate of return on our bonds is 10%,what is the duration of bond? 扫码下载作业帮拍照答疑一拍即得 答案解析 查看更多优质解析 举报 1 为什么再投资率会影响债券的年回报率?2 如果债券的年回报...
In actual practice, this means that the modified duration uses a formula with a one plus the yield to maturity to determine the impact of the interest rate change on the bond value. While this may appear to be somewhat convoluted, this process is not unlike the formulas used to predict the...
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解析 A The duration of a floating rate bond is equal to the time until the next coupon payment takes place. As the coupon rate changes semi-annually with the level of the interest rate, a floating rate bond has the same duration
What is the difference between bond duration and bond maturity? Explain with example. What is the relationship between a compound's stability and its enthalpy of formation? If a silicon atom has four valence electrons, what is the maximum number of bonds it can form?
As nouns the difference between durability and duration is that durability is permanence by virtue of the power to resist stress or force while duration is...
demonstrates the manner in which a bond's yield reacts to a change in the bond's price — that is, as the price rises, the yield falls, and vice versa. This curve will also visually show how price and yield react to each other's changes and how they do not follow a linear form....
The duration of a bond is its weighted average of times of cash flow. The calculation of duration provides importance to cash flows and their timing. The weight is calculated for the present value of cash flow to the bond value. Therefore, three types of calculations are involved in ...