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1. With a 30bps move in interest rates (each way), what is the effective duration of a bond with a high price of $105.73, a
1.
With a 30bps move in interest rates (each way), what is the effective duration of a bond with a high price of $105.73, a low price of $97.24, and a current price of $99.88?
A. | 14.16 | |
B. | -14.16 | |
C. | 1.42 | |
D. | -1.42 |
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