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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. |
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发表于 2011-7-11 20:11
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