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Calcule la duracin efectiva de un bono a la par de pago anual del 7% a 20 aos y sin opciones basado en un cambio

Calcule la duracin efectiva de un bono a la par de pago anual del 7% a 20 aos y sin opciones basado en un cambio de rendimiento de 25 puntos bsicos (pb).

a) Cul sera el cambio aproximado en el precio y el cambio real en el precio si el rendimiento aumentara 200 puntos bsicos?

b) Explique la diferencia entre el cambio de precio aproximado y real.

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