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Business, 06.07.2019 00:20 abdominguez7307

A7% semi-annual coupon bond settles 12/11/15 at 105.00 (clean price). bond maturity is 12/31/25. for a 300 basis points increase in yield, assuming a 30/360-day count convention, what is the new (dirty) price predicted by using modified duration?

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A7% semi-annual coupon bond settles 12/11/15 at 105.00 (clean price). bond maturity is 12/31/25. for...
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