Fixed Income LIII Study guides, Class notes & Summaries
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Fixed Income LIII Practice Test (Answered) Verified Solution
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Fixed Income LIII Practice Test (Answered) Verified Solution 
 
Expected Excess Return 
(s x t) - (changeins x SD) - (t x p x l) 
Interpolated Yields 
1) Your Bond Interest Rate = (Wi x Duration Bond A) + ((1 - Wi) x Duration Bond B) 
 
2) (w)(int. rate) + (1-w)(int. rate) 
 
3) Your Bond Int. Rate - weighted average interest rate 
Empirical Duration 
Duration determined by regression analysis of the historical relationship between security prices and yields 
Investment-Grade - Default-Risk and ...
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