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current price와 duration of the following debenture 구하는 문제입니다
모두 face value of $1,000 and annual coupon payments.
current market interest rate is 8%
now calculate what the price of these debentures would be if the market interest rate increased to 12%.
what would be the percentage capital loss
| Debenture | Term to maturity | coupon rate |
| a | 1 | 10 |
| b | 2 | 12 |
| c | 2 | 10 |
| d | 2 | 8 |
debenture 가격은 1100/1.08 or 1200/(1.08)^2 하면 되나요?
duration of debenture 는 sum of weight x t, a면 t=1 의 cash flow 100과 1000 의 PV 구하고 weight 구해서 t=1 이니까 1x weight 하면 되는건가요?
혹시 CFA 2차까지 붙으신분 계신가요?
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