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2. What is the approximate percentage price change for the below securities given the noted change in yield? Security Modified Duration Change in Yield 75bps

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2. What is the approximate percentage price change for the below securities given the noted change in yield? Security Modified Duration Change in Yield 75bps Bond A 3.0 Bond B O 100bps Bond C in 50bps Bond D 25bps N What would be the approximate portfolio duration if current holdings were as follows? Market Value Bond A 10mm Bond B 5mm Bond C 8mm Bond D 11mm 2. What is the approximate percentage price change for the below securities given the noted change in yield? Security Modified Duration Change in Yield 75bps Bond A 3.0 Bond B O 100bps Bond C in 50bps Bond D 25bps N What would be the approximate portfolio duration if current holdings were as follows? Market Value Bond A 10mm Bond B 5mm Bond C 8mm Bond D 11mm

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