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Assuming the bond is selling to yield 5 . 2 5 % , compute the during based on a 2 5 basis point rate shock:

Assuming the bond is selling to yield 5.25%, compute the during based on a 25 basis point rate shock:
Yield Coupon rate 5%,25 year maturity
5.00%1,000
5.25%965.416
5.50%932.507

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