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Assume u have a convexity of a portfolio of 80 and Duration of 10. what is the portfolio change on MV if the yield moves

Assume u have a convexity of a portfolio of 80 and Duration of 10. what is the portfolio change on MV if the yield moves by 0.5% up and the MV of the portfolio is 10,000,000

-490,000

-500,000

-470,000

None of the above

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