Answers to homework.

Adam Gehr agehr at mozart.depaul.edu
Tue Mar 11 09:47:05 CST 2003


22. a) The higher-rated bond will have a lower yield and, therefore, a
higher
duration.
    b) The lower coupon bond will have higher duration and greater call
protection.
    c) The lower coupon bond will have greater duration.

28)  Firm should pay fixed and receive LIBOR. Cost of loan is 8%.






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