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Assuming the bond is selling to yield 5.25%, compute the duration basd on a 25 basis point rate shock: Yield Coupon rate 5%, 25 year
Assuming the bond is selling to yield 5.25%, compute the duration basd on a 25 basis point rate shock: Yield Coupon rate 5%, 25 year maturity 5.00% 1,000 5.25% 960 5.50% 945
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