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A coupon bond has a remaining maturity of two years, and pays a coupon of 6% anually. The yield of the bond with annual compounding

A coupon bond has a remaining maturity of two years, and pays a coupon of 6% anually. The yield of the bond with annual compounding is 4%.

Assume face value is 100, what is the DV01 of the bond?

0.0133

0.0202

0.0164

0.0274

0.0194

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