SOLVED: Q2 :Consider a 5-year risk-free coupon bond with face value 100, coupon rate of 7% and yield-to-maturity of 3%.Consider the same situation as Question 2 and assume that the convexity effect is ignorable.Ifthe annual yield changes by 0.01 (i.e., y = 0.03 –> y = 0.04), the bond price decreases roughly byO 4.31%O 2.30%O None of the answers are correctO 3.02%O 3.19%
SOLVED: Q2 :Consider a 5-year risk-free coupon bond with face value …
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