Index of [finpko.ku.edu]

This means that the buyer is long a risk-free bond and short a similar corporate bond. Problem 23.18. ... Table 23.7 shows the five-year iTraxx index was 77 basis points on January 31, 2008. Assume that the risk-free rate is 5% for all maturities, the recovery rate is 40%, and payments are quarterly. ... 11/22/2012 4:49:00 PM ... ................
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