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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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