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Calculation 5 (Calculation, 10 points) What is the expected change in price based on the investor's views of yields and yield spreads for the following

Calculation 5 (Calculation, 10 points) What is the expected change in price based on the investor's views of yields and yield spreads for the following bond portfolio? (Remember that for any credit you must show all your work.) Variable Average bond convexity Average bond modified duration Expected average yield and yield spread change Value 25 5.5 0.42%

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