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Given a 10 year bond with YTM of 5.5% and a duration of 8.5, what is the expected on the bond with a forecasted 100

Given a 10 year bond with YTM of 5.5% and a duration of 8.5, what is the expected on the bond with a forecasted 100 bps shift down in market yields over a 1 year period, assuming 1 year cash rates of 2.5%?

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