Search results

Ans. B 94.34

Here is the solution, as a generic rule DV01 = - (1/10000) dP/dy, [Since P.* Mod D /10000 = DV01 and Mod D = - (1/P) dP/dy, where P = F*exp(-yT)] So local maxima for T can be obtained by putting d2P/dTdy = 0 Here, dP/dy = -F*T*exp(-yT) So, d2P/dTdy = -F{exp(-yT) – y*T*exp (-yT)} Equating...