CFA Practice Question
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 duration of the bond is:
Correct Answer: 1.26
(V- - V+ ) / (2 x V0 x dy) = (101.235 - 99.968) / ( 2 x 100.525 x 0.005) = 1.26.
User Contributed Comments 2
User | Comment |
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jimmyvo | isn't this a level 1 question? this is far too easy for level 2. |
Rva100 | no |