i entered this question no. 2 of cfa core on chatgpt and the solution and explaination by ...
SSEI Q Forum Latest Questions
As explained by Theorem 2, The higher the bond maturity, the higher the bond volatility. and as mentioned in the image. I refer to the maturity effect as ...
How is the answer to the Question Option A. Sir as we know that the sale price of the bond is calculated using Market interest Rate for cashflows remaining to maturity and not the constant yield at the time of bond ...
Plz explain this concept of annualized convexity as I was unable to understand
why the Macaulay duration decreases smoothly as time passes and then jumps upward after the coupon is paid, which creates a “saw-tooth” pattern
.An analyst is given the following effective annual rates: 3-year spot rate = 4% 5-year spot rate = 5% 4-year forward rate 3 years from today = 6% 3-year forward rate 7 years from today = 7% Which of the ...
In CFA Lvl -1 Is there anyone else also who is facing difficulty in Fixed Income, FRN – Macaulay duration , coz I think this topic is not done properly by sir in lectures, and not questions also , what should ...
An analyst is given the following effective annual rates: 3-year spot rate = 4% 5-year spot rate = 5% 4-year forward rate 3 years from today = 6% 3-year forward rate 7 years from today = ...
QUES 63. I can’t understand how to approach this question. Given answer in the book is Option A ( 574 )
I am just not able to understand the logic behind the question. Can we just add 3 year spot rate with forward rate ...