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6. Which of the following is a benefit of using bond convexity in addition to bond duration to measure bond price sensitivity to changes in
6. Which of the following is a benefit of using bond convexity in addition to bond duration to measure bond price sensitivity to changes in interest rates?
A. Bond convexity provides a less accurate measure of bond price sensitivity
B. Bond convexity helps to estimate the change in bond price for larger changes in interest rates
C. Bond convexity provides a better measure of bond price sensitivity for short-term bonds
D. All of the above
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