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SRKX
SRKX
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macauley How to get to this answer on Macauley duration?

Can you explain why the answer is "approximately 4.5%"

An investor buys a bond that has a Macaulay duration of 3.0 and a yield to maturity of 4.5%. The investor plans to sell the bond after three years. If the yield curve has a parallel downward shift of 100 basis points immediately after the investor buys the bond, her annualized horizon returnfollowing question is most likely to beapproximately 4.5%:

answer: "approximately 4.5%"

An investor buys a bond that has a Macaulay duration of 3.0 and a yield to maturity of 4.5%. The investor plans to sell the bond after three years. If the yield curve has a parallel downward shift of 100 basis points immediately after the investor buys the bond, her annualized horizon return is most likely to be:

Answer: approximately 4.5%

macauley duration

Can you explain why the answer is "approximately 4.5%"

An investor buys a bond that has a Macaulay duration of 3.0 and a yield to maturity of 4.5%. The investor plans to sell the bond after three years. If the yield curve has a parallel downward shift of 100 basis points immediately after the investor buys the bond, her annualized horizon return is most likely to be:

answer: "approximately 4.5%"

How to get to this answer on Macauley duration?

Can you explain why the answer to the following question is approximately 4.5%:

An investor buys a bond that has a Macaulay duration of 3.0 and a yield to maturity of 4.5%. The investor plans to sell the bond after three years. If the yield curve has a parallel downward shift of 100 basis points immediately after the investor buys the bond, her annualized horizon return is most likely to be:

Answer: approximately 4.5%

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Richi Wa
Richi Wa
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Can you explain why the answer is "approximately 4.5%"

An investor buys a bond that has a Macaulay duration of 3.0 and a yield to maturity of 4.5%. The investor plans to sell the bond after three years. If the yield curve has a parallel downward shift of 100 basis points immediately after the investor buys the bond, her annualized horizon return is most likely to be:

anssweranswer: "approximately 4.5%"

Can you explain why the answer is "approximately 4.5%"

An investor buys a bond that has a Macaulay duration of 3.0 and a yield to maturity of 4.5%. The investor plans to sell the bond after three years. If the yield curve has a parallel downward shift of 100 basis points immediately after the investor buys the bond, her annualized horizon return is most likely to be:

ansswer: "approximately 4.5%"

Can you explain why the answer is "approximately 4.5%"

An investor buys a bond that has a Macaulay duration of 3.0 and a yield to maturity of 4.5%. The investor plans to sell the bond after three years. If the yield curve has a parallel downward shift of 100 basis points immediately after the investor buys the bond, her annualized horizon return is most likely to be:

answer: "approximately 4.5%"

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user3022875
user3022875
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macauley duration

Can you explain why the answer is "approximately 4.5%"

An investor buys a bond that has a Macaulay duration of 3.0 and a yield to maturity of 4.5%. The investor plans to sell the bond after three years. If the yield curve has a parallel downward shift of 100 basis points immediately after the investor buys the bond, her annualized horizon return is most likely to be:

ansswer: "approximately 4.5%"