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Assuming the bond is selling to yield 5.25%, compute the during basd on a 25 basis point rate shock Assuming the bond is selling to

image text in transcribed Assuming the bond is selling to yield 5.25%, compute the during basd on a 25 basis point rate shock

Assuming the bond is selling to yield 5.26%, compute the during basd on a 25 basis point rate shock: Yield Coupon rate 5%, 25 year maturity 5.00% 5.25% 5.50% 1,000 965.415 932.507

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