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a bond paying semi-annual coupon has a duration of 5.81 years, a convexity of 75.25. if the ytm goes from 6 to 7.5%, what happens

a bond paying semi-annual coupon has a duration of 5.81 years, a convexity of 75.25. if the ytm goes from 6 to 7.5%, what happens to the bond price?

A. goes down 7.61%

B. goes down 7.87%

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