One bank holds a triple-A, 15-year, zero-coupon bond with a face value of $400 million that is now yielding 9.5% on the OTC market.
(1)What is the expiry date of the bond amendment?
(2)If the potential negative move to earnings is 25 basis points, what is its price fluctuation?
(3). What is its daily risk return (Dear)?
没有找到相关结果