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A bond has a duration of 5.2 and has a YTM of 0.1 when interest rates change by 120 basis points. What is the
A bond has a duration of 5.2 and has a YTM of 0.1 when interest rates change by 120 basis points. What is the expected change in price for the bond using only this information? O-0.0437 O-0.0567 O -0.0405 O -0.0494 -0.0525
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Corporate Finance A Focused Approach
Authors: Michael C. Ehrhardt, Eugene F. Brigham
4th Edition
1439078084, 978-1439078082
