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Assume that a bond has a price of $112.7953. You calculate the price if yields go up by 20 basis points, and this answer is
Assume that a bond has a price of $112.7953. You calculate the price if yields go up by 20 basis points, and this answer is $111.8816. Your calculation of the price if yields go down by 20 basis points is $113.7182. Your estimate of the convexity measure is (round to 4 digits)
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