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Consider the following two Treasury Securities Which bond will have the greater Dollar Price Volatility for a 25 Bases Point change in interest Rates? Percentage

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Consider the following two Treasury Securities Which bond will have the greater Dollar Price Volatility for a 25 Bases Point change in interest Rates? Percentage price change = CONVEXITY EFFECT + DURATION EFFECT However for this question use the estimate dollar price change as DP=( modified Duration) P(DY) (2 mark)

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