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d) Samantha and Roberta are discussing the riskiness of two treasury bonds A& B with the following features: Bond Price Modified Duration A 90 4

d) Samantha and Roberta are discussing the riskiness of two treasury bonds A& B with the following features:

Bond Price Modified Duration

A 90 4

B 50 6

Samantha claims that Bond B has more price volatility because of its higher modified duration. Roberta disagrees and claims that Bond A has more price volatility despite its lower modified duration. Who is right? (5 points)

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