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Given a portfolio with duration of 4.5 and convexity of 9.8 calculate it's approximate performance if the yield moves up by 1.5% -6.64% -6.9% -6.3%
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Given a portfolio with duration of 4.5 and convexity of 9.8 calculate it's approximate performance if the yield moves up by 1.5%
-6.64%
-6.9%
-6.3%
NONE OF THE ABOVE
Given a portfolio with duration of 4.5 and convexity of 9.8 calculate it's approximate performance if the yield moves up by 1.5%
| -6.64% | ||
| -6.9% | ||
| -6.3% | ||
| NONE OF THE ABOVE |
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