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1. What would be the effect of a 100 basis point reduction in yields on the value of the bond portfolio? 2. What new YTM
1. What would be the effect of a 100 basis point reduction in yields on the value of the bond portfolio?
2. What new YTM would make the portfolio lose half its value?
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Understanding Financial Risk Management
Authors: Angelo Corelli
1st Edition
0415746183, 978-0415746182
