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In dual indexed floaters the coupon rate is a fixed rate plus the difference between two reference rates. Purchasers of these securities typically make an assumption about the future shape of the yield curve. These notes can be structured to reward the investors in either steepening or flattening yield curve environments. Coupon rate of these kinds of floaters are calculated as follows:
Coupon rate = Reference rate 1 - Reference rate 2 + Quoted margin.
Parity Conditions A parity condition defines the relative value of one country's currency to the other country's currency. The condition states how, for the example, difference
This question tested the core area of specifically gradually consolidation and acquisitions (control to control). The principle of calculation of goodwill at the date where control
Why investment decision depend on financing decision All these decisions interact, investment decision cannot be taken without taking the financing decision, working capital de
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Compare diversifiable and nondiversifiable risk. Which do you believe is more significant to financial managers in business firms? Actually Diversifiable risk can be dealt with b
MBS are the most complicated securities that are sensitive to interest rates. The factors that affect the price of MBS are varied and most of th
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We defined the conversion premium as the difference between the market price of the convertible and the conversion value. The conversion premium ratio tells us ab
Should a firm hedge? Why or why not? Answer: Firms may not need to hedge exchange risk in a perfect capital market. But firms can add to their value by hedging if markets are
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