- CFA Exams
- CFA Level I Exam
- Topic 6. Fixed Income
- Learning Module 26. The Term Structure and Interest Rate Dynamics
- Subject 5. Yield Curve Factor Models
CFA Practice Question
The computed daily standard deviation is 0.5% based on the most recent 26 daily yields on Treasury 30-year zeros. Assuming 250 trading days per year, the annual standard deviation should be ______.
Correct Answer: 7.9%
0.5% x 2501/2 = 7.9%.
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