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If the bondhas a 10% yield and the bond price increases to 101.25 when yields fall 20 bps and the price falls to 100.85 when
If the bondhas a 10% yield and the bond price increases to 101.25 when yields fall 20 bps and the price falls to 100.85 when yields rise by 20 bps, what would be the bond's effective duration in a 100% par? whats the answer here
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