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A 0% coupon bond maturing in 10 years is yielding 5.29%. The bonds duration is 14.1 years and its convexity is 106.34. What is the
A 0% coupon bond maturing in 10 years is yielding 5.29%. The bonds duration is 14.1 years and its convexity is 106.34. What is the new price of the bond of the interest rate rises 1.00%
a) 864.32
b) 597.21
c) 516.18
d) 513.01
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