請問大家幫忙回答有關投資學計算問題? +10點喔

1.A nine-year bond has a yield of 10% and a duration of 7.194 years. If the bond's yield changes by 50 basis points, what is the percentage change in the bond's price? 2.Find the duration og a 6% coupon bond making annual coupon payments if it has three years until maturity and a yield to maturity of... 顯示更多 1.A nine-year bond has a yield of 10% and a duration of 7.194 years. If the bond's yield changes by 50 basis points, what is the percentage change in the bond's price?

2.Find the duration og a 6% coupon bond making annual coupon payments if it has three years until maturity and a yield to maturity of 6%. What is hte duration if the yield to maturity is 10%?

3.A pension plan is obligated to make disbursements of $1 million, $2million, and $1 million at the end of each of the next three years, respectively. Find the duration of the plan's obligations if the interest rate is 10% annually?
1 個解答 1