A c-rated bond is selling at par on 18 july 2007 the bonds
Using the transition matrix of the previous problem:
A C-rated bond is selling at par on 18 July 2007. The bond's maturity is 17 July 2017, it has a coupon of 11% and it has a recovery percentage of 67%. What is the bond's expected return.
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using the transition matrix of the previous problema c-rated bond is selling at par on 18 july 2007 the bonds maturity
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