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a). Calculate the percentage price change of a bond for a 20 basis point increase in the yield if the bond's duration is 8.54

a). Calculate the percentage price change of a bond for a 20 basis point increase in the yield if the bond's duration is 8.54 and the convexity is 58.66. (5% Marks) b). If the price of the Bond was 350 CHF what is the new price of the Bond (5% Marks) 7. Total 10% Marks: Calculate the Macaulay duration of a two-year 10% International Corporate semi- annual- pay Bond that is trading at par value of CHF 1,000

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