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Basic Question 1 of 5
Consider the following results for the valuation of a callable bond:
V0 = 100.525.
V+ = 99.968.
V- = 101.235.
dy = 50 basis points.
V0 = 100.525.
V+ = 99.968.
V- = 101.235.
The effective convexity of the bond is:
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I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
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Learning Outcome Statements
compare effective convexities of callable, putable, and straight bonds;
CFA® 2024 Level II Curriculum, Volume 4, Module 30.