Use the partial durations in Table 8.5 to calculate the impact of a shift in the yield
Question:
Use the partial durations in Table 8.5 to calculate the impact of a shift in the yield curve on a $10 million portfolio where the 1-, 2-, 3-, 4-, 5-, 7-, and 10-year rates increase by 10, 8, 7, 6, 5, 3, and 1 basis points respectively.
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