Question: 5. Given a 75 bps change in the yields-to-maturity for Bonds Y and Z, the convexity adjustment for Bond Z would be greater than the

5. Given a 75 bps change in the yields-to-maturity for Bonds Y and Z, the convexity adjustment for Bond Z would be greater than the convexity adjustment of Bond Y:

A. if the YTM change is positive.

B. if the YTM change is negative.

C. regardless of the direction of the change in YTM.

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