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A bond has a duration of 10.62 and a convexity of 182.92. For a 200 basis point increase in yield, what is the approximate pecentage

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A bond has a duration of 10.62 and a convexity of 182.92. For a 200 basis point increase in yield, what is the approximate pecentage price change of the bond? -24.90% -17.58% -1.62%

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