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Assume that the spread duration of a bond u SHORT is 3 years. u have a POSITIVE return of 3% for your position. What is

Assume that the spread duration of a bond u SHORT is 3 years. u have a POSITIVE return of 3% for your position. What is the spread appreciation/depreciation that caused this 3% of positive return ? hint: ATD U short!

+1%

-1%

+0.5%

-0.5%

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