5. What price would be predicted by the duration-with-convexity rule? A. 1026.68 B. 1026.23 C. 1025.68 D. 1027.13 Bond A has a 7% coupon rate, paid annually. Maturity is in three years. The bond sells at par value $1000 and has a convexity of 9.6 . Use this information to answer the following three questions. 3. The modified duration of this bond is and the dollar duration of this bond is A. 2.59,2590 B. 2.65,2650 C. 2.81,2810 D. 2.62,2620 4. The actual price of the bond if the interest rate immediately decreases from 7% to 6% is A. 1026.23 B. 1026.73 C. 1026.68 D. 1027.25 5. What price would be predicted by the duration-with-convexity rule? A. 1026.68 B. 1026.23 C. 1025.68 D. 1027.13 5. What price would be predicted by the duration-with-convexity rule? A. 1026.68 B. 1026.23 C. 1025.68 D. 1027.13 Bond A has a 7% coupon rate, paid annually. Maturity is in three years. The bond sells at par value $1000 and has a convexity of 9.6 . Use this information to answer the following three questions. 3. The modified duration of this bond is and the dollar duration of this bond is A. 2.59,2590 B. 2.65,2650 C. 2.81,2810 D. 2.62,2620 4. The actual price of the bond if the interest rate immediately decreases from 7% to 6% is A. 1026.23 B. 1026.73 C. 1026.68 D. 1027.25 5. What price would be predicted by the duration-with-convexity rule? A. 1026.68 B. 1026.23 C. 1025.68 D. 1027.13