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a 25 years semi-annual bond, The relevant information is as follows coupon rate 12% par value 1200 ytm 12% modified duration 8.23 convexity 15.11 1.
a 25 years semi-annual bond, The relevant information is as follows
coupon rate 12% par value 1200 ytm 12% modified duration 8.23 convexity 15.11 1. when interest rate decrease 130 basis point, what is duration and convexity 2. What yield when the estimated price decrease with 130 basis points
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