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Choose the wes that best in the banks in the following statements al 12 pts) Suppeneband has a modified duration of 113 and a city

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Choose the wes that best in the banks in the following statements al 12 pts) Suppeneband has a modified duration of 113 and a city equal to ? Considering the convexity effect, what was is the percentage price change you expect the bonds yield to maturity decreases by 150 bps Answer: Sket 2 pts) Allelse equal bonds with higher convexity appreciate in price when yield goes down, and depreciate in price when yield goes up Antwer: Select Question 13 Choose the answers that best fills in the blanks in the following statements: a) (2 pts.) Suppose a bond has a modified duration of 11.3 and a convexity equal to 75. Considering the convexity effect, what was is the perc yield to maturity decreases by 150 bps? Answer: 1 Select Select b) (2 pts er convexity appreciate in price when yield goes down, and depreciate in price when y -16.99% Answer: 16.11% 17.79% 1.70% Question 13 blanks in ti llowing statements: duration of 11.3 and a convexity equal to 75. Considering the convexity effect, what was is the p Choose the Select] a) (2 pts vield to More Less Less Less nswer: Less, More whe 2 pts. More, More jer convexity appreciate in price when yield goes down, and depreciate in price wer: Select) ion 14

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