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Consider a bond selling at par with Macaulay duration of 5.8, a Yield to Maturity of 6.5% and convexity of 35. What is the bond's
Consider a bond selling at par with Macaulay duration of 5.8, a Yield to Maturity of 6.5% and convexity of 35. What is the bond's modified duration? [ Select ] ["5.28", "5.11", "5.62", "5.45"] According to the duration rule, what price change would we expect given a -2% change in yield? [ Select ] ["-10.23%", "-11.25%", "10.9%", "-10.9%", "10.23%", "11.25%"] According to the duration-with-convexity rule, what price change would we expect given a -2% change in yield? [ Select ] ["10.19%", "-12.29%", "11.6%", "12.29%", "-11.6%", "-10.19%"]
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