A corporate bond with annual coupons has a duration of 4.2 years and a yield to...
A corporate bond with annual coupons has a duration of 4.2 years and a yield to maturity of 4%.
Attempt 1/5 for 8 pts.
Part 1
Using the duration approximation, what would be the percentage change in the bond's price (ΔP/P) if yields increase by 30 basis points? Enter your answer as a decimal number, not a percentage.
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A corporate bond with annual coupons has a duration of 4.2 years
and a yield to...
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