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Bond 0.50 Years 1 Years 1.5 Years 2 Years Bond E 10 10 10 110 Bond 0.50 Years 1 Years 1.5 Years 2 Years Bond

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Bond 0.50 Years 1 Years 1.5 Years 2 Years Bond E 10 10 10 110 Bond 0.50 Years 1 Years 1.5 Years 2 Years Bond F 1 1 1 101 A trader considers investing $55 millions either in Bond E or Bond F on a very short term basis. Calculate the $ change (not percantage) in value of trader's portfolio if he invests all his money into Bond E and yield on Bond E increases by 10 basis points (0.001). Make sure you use at least 6 decimals in your calculations. Bond 0.50 Years 1 Years 1.5 Years 2 Years Bond E 10 10 10 110 Bond 0.50 Years 1 Years 1.5 Years 2 Years Bond F 1 1 1 101 A trader considers investing $55 millions either in Bond E or Bond F on a very short term basis. Calculate the $ change (not percantage) in value of trader's portfolio if he invests all his money into Bond E and yield on Bond E increases by 10 basis points (0.001). Make sure you use at least 6 decimals in your calculations

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