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Estimate the interest rate sensitivity ( PVo1 ) of a long fixed rate bond position with a notional of EUR 8 mn and a remaining
Estimate the interest rate sensitivity ( PVo1 ) of a long fixed rate bond position with a notional of EUR 8 mn and a remaining lifetime of 3 years.
1. + EUR 80
2. - EUR 240.
3. - EUR 2,400.
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