标题: CFAI Two Bond Hedge Q [打印本页] 作者: Zesty 时间: 2011-7-11 20:11 标题: CFAI Two Bond Hedge Q
CFAI V4 P 189 Q6
For Increase in yield and drease in yield calculation, I have slightly different answers for both 2 Yr and 10 Yr bonds. For example, for 2 y increase in yield, I get 106.122/106.65 = -0.4951%, but CFAI has -0.528%.
Not sure why there is a minor difference. I know its small, but it kind bothrers me because this is a straight forward calcuation.
