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Assume that the modified duration of a bond is 2.15 years and that the potential adverse move in yield is 16.4 basis points. Rounded to
Assume that the modified duration of a bond is 2.15 years and that the potential adverse move in yield is 16.4 basis points. Rounded to two decimal places, the bond's price volatility is _______%
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The Oxford Handbook Of Pricing Management
Authors: Ozalp Ozer, Robert Phillips
1st Edition
0199543178, 978-0199543175
