Search results

  1. 1

    P1.T4 Valuation & Risk Models - Tuchman Ch. 2 Spot, Forward and Par Rates

    Thank you.
  2. 1

    P1.T4 Valuation & Risk Models - Tuchman Ch. 2 Spot, Forward and Par Rates

    Another Example: Compute semi-annual compounded rate of return for a C-Strip if a 10-year C-STRIP is quoted at 58.770, the semi-annual compounded rate of return is given by 2[(100/58.779)^1/2-1]=5.385%. Question: I am not clear what the 100 in the formula represents? Please clarify the...
  3. 1

    Bodie EOC Q&A- Q.8

    Thanks for helping me understanding.
  4. 1

    Bodie EOC Q&A- Q.8

    Thanks - confirming that this is the question I raised - specifically >> the formula giving the answer to well-diversified = 256, 400, 576 ?
  5. 1

    Bodie EOC Q&A- Q.8

    Would you please clarify the formula you are using to arrive at Q#8(b)? Thanks
Top