Consider a bond with a duration of 15.5 years and a yield of 6%. This bond’s volatility is: 872 viewsJanuary 7, 2017 0 Darshita6.14K January 7, 2017 0 Comments Consider a bond with a duration of 15.5 years and a yield of 6%. This bond’s volatility is: A) 3% B) 8% C) 6% D) 0% E) None of the above 0 Answers ActiveVotedNewestOldest 0 Darshita6.14K Posted January 7, 2017 0 Comments Answer: C Volatility (%) = Duration/(1 + i) = 15.5/1.06 = 14.6% You are viewing 1 out of 0 answers, click here to view all answers. Register or Login
