Q4?
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As far as I know … Riding the yield curve strategy is only possible when the expected future spot rate does not evolve as per the forward rates. But in the given answer it is saying that if expected spot rates ...
In q2, why don’t we pool by r(4)?
Why in calculation of bond futures they have not considered .20 which is accrued interest at expiration which should be reduced ??
Q1 Ans is C But why A seems to be correct?
In Fixed Income, while measuring interest rate risk using Effective Duration, we need P1 and P2, so first step is to find out par rates–>spot rates–>forward rates–>caliberated binomial tree–>OAS In the next step we use OAS derived above and add it ...
Please help me with an explanation as to why Option A and C are incorrect.
I find all the options as correct. Please help me with an explanation as to why Option A and C are incorrect.
What is the meaning of 1st line shown in highlighted colour?