Hello, Could you help me on this please ? It concerns a question (Question 8) at the end of the reading 31 of Fixed Income Level II _ 2022 editions. I would like to know how we find the first up/down move of the interest rates in the arbitrage Tree. We have 20% Vol but I don’t know how we find rate (up) of 2.1180% and rate (down) of 1.4197%. Someone could help me ? Many Thanks Best J

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A CFA Level 2 Discussion About Fixed Income Practice - Question 8 Credit Analysis Models

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  02 Jan 2024 at 4:04 am
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  I appreciate you informing me about this content because I think it’s fantastic. That is precisely what I was wanting to find, and I genuinely hope you will continue to provide such wonderful information in the future. run 3
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