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Convexity in bond prices is caused by the: Convexity in bond prices is caused by the: curvature around the bond price yield relationship. change in

Convexity in bond prices is caused by the: Convexity in bond prices is caused by the: curvature around the bond price yield relationship. change in default probability associated with a yield change. CGAP effect. coupon changes on a bond. mismatch between the duration of the assets and liabilities.

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