A semi-annual coupon bond has MacD of 26.7 years, yield-to-maturity of 4.2%, and price of $1189.29....
A semi-annual coupon bond has MacD of 26.7 years, yield-to-maturity of 4.2%, and price of $1189.29. What is its DV01? Answer in dollars, rounded to three decimal places.
Homework Answers
| dollar value = -modified duration*current price*1 percent change in YTM |
| Dollar value = -26.7*1189.29*0.01 |
| Dollar value = -317.54 |
| DV01 = Dollar value*0.01 |
| =-3.175 |
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A semi-annual coupon bond has MacD of 26.7 years,
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