Deal of The Day! Hurry Up, Grab the Special Discount - Save 25% - Ends In 00:00:00 Coupon code: SAVE25
Free Preparation Discussions
MENU
PRMIA Exam 8002 Topic 1 Question 50 Discussion
Actual exam question for
PRMIA's
Mathematical Foundations of Risk Measurement :II exam
Question #: 50
Topic #: 1
[All Mathematical Foundations of Risk Measurement :II Questions]
Topic #: 1
A bond has modified duration 6 and convexity 30. Find the duration-convexity approximation to the percentage change in bond price when its yield increases by 5 basis points
Suggested Answer:
D
Currently there are no comments in this discussion, be the first to comment!