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Henry Bucker, CFA, is researching about some bonds he plans to suggest to his client as part of his portfolio. He has narrowed down his

Henry Bucker, CFA, is researching about some bonds he plans to suggest to his client as part of his portfolio. He has narrowed down his options to six bonds, namely A, B, C, D, E, and F. Both A and D are zero-coupon bonds. On the other hand, both B and E offer a 4% coupon rate, while C and F offer a 9% coupon rate. The time to maturity of bonds A, B, and C is three years, whereas bonds D, E, and F is six years. The yield-to-maturity for all bonds is 5%. Which among these bonds will have its price go down the least on a percentage basis if the yield of all the bonds increases by 15 basis points?

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