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1. The effective convexity of with a high price of $100.73, a low price of $99.24, and a current price of $99.88 given a 600bps

1. The effective convexity of with a high price of $100.73, a low price of $99.24, and a current price of $99.88 given a 600bps change in yield curve is closest to A. -555 B. -198 C. -33 D. Not enough information

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