Business, 03.04.2020 19:27 kaffolter25

You used second order approximation (with convexity correction) to establish the following: YTM increases by 1% → Bond A’s price decreases 11% YTM decreases by 3% → Bond A’s price increases 45% Use 2nd order approximation to calculate Bond A’s volatility for a 2.0% decrease in YTM. State your answer as a percentage with 3 digits after the decimal point. DO NOT enter the percentage sign (%).

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You used second order approximation (with convexity correction) to establish the following: YTM incr...