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Thank you very much Mr Shakti Rathore. I understand the solution for this question, this is semiannual coupon with 4%/year. But, up to this moment, I don't know the answer when I meet a phrase like that "T bond pays 10% semiannual coupons". Is the semiannual coupon 10% or 5%? Thanks

I am confused semiannual coupon and annual coupon, In schweser note, I saw many questions like following examples ( FRM 2013, Part 1, Book 3, page 54) Compute the price of a $100 face value, 2 year, 4% semiannual coupon bond using the annualized spot rates It is very easy to calculate this...

Hi David, The VaR conversion formula VaR= standard deviation * z value * portfolio value * squared root of n (1) I do not understand why we times squared root of n? Is the value "squared root of n" comes from formula SE= Standard deviation divided by squared root of n. Is the standard...