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An annual bond is priced at 1 0 1 . 5 0 , if its yield to maturity increases with 1 0 0 basis points

An annual bond is priced at 101.50, if its yield to maturity increases with 100
basis points int price will decrease to 105.90. If its yield to maturity increases with
100 basis points it price will decrease to 97.30. What is the bonds modified
convexity?

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