Assume a = 0.15, b = 0.08, r = 0.05, and 0.30. Using the CIR model, calculate the delta of a zero coupon bond maturing in 5 years
A) -4.08
B) -3.08
C) -2.08
D) -1.08
C
Business
A) -4.08
B) -3.08
C) -2.08
D) -1.08
C