garp16-p2-15
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Expected Loss and Loss Given Default
An analyst is reviewing a bond for investment purposes. The bond is expected to have a default probability of 3%, with an expected loss of 75 basis points in the event of default. if the current risk free rate is 2%, what is the minimum coupon spread needed on the bond for its expected return...- nitin3000
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- garp16-p2-15
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- Forum: P2.T6. Credit Risk (25%)