Assume a = 0.25, b = 0.13, r = 0.06, and ? = 0.25. Using the CIR model, calculate the gamma of a zero coupon bond maturing in 3 years
A) 2.14
B) 2.34
C) 2.54
D) 2.74
D
Business
You might also like to view...
What are the four objectives a message should ideally accomplish each time a promotion mix is designed?
What will be an ideal response?
Business
Effects of too much capacity include all of the following except?
a. High fixed costs b. Lower profits c. Higher sales totals d. Higher unit costs
Business
Part-time entrepreneurs should separate and balance business and home. This separation and balance is pertinent to which aspect of the BRIE model?
A. Intention B. Exchange C. Resources D. Boundary
Business
Describe the conditions when simulation is useful for inventory analysis
What will be an ideal response?
Business