Consider a 7% semiannual coupon bond with a par value of $100 and four remaining coupons, which is trading at a yield of 8%. There are 90 days remaining in the current period that has a total of 180 days. The accrued coupon of this bond is closest to:
A 1.59 B 1.88 C 2.18 D 2.57
怎么算出答案B的,不是1.75吗?
谢谢
老师可不可以解释一下 习题集
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关于negative convexity, 什么shape 是negative convexity and when it is positive convexity, please kindly explain with a graph. Thanks