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9. Total: 10% marks A Bond priced at par (CHF 1'000) has modified Duration of 8 and a convexity of 50. If interest rates fall
9. Total: 10% marks A Bond priced at par (CHF 1'000) has modified Duration of 8 and a convexity of 50. If interest rates fall by 50 bps, what is the new price of the Bond
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