If you hold a $20m bond portfolio with modified duration of 9 years You expected the market interest rate increase by 10 basis points (0 10 ), whats your profits losses A $100,000 B $150,000 C $180,000 D $200,000 ...

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If you hold a $20m bond portfolio with modified duration of 9 years. You expected the market

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If you hold a $20m bond portfolio with modified duration of 9 years. You expected the market interest rate increase by 10 basis points (0.10%), whats your profits/losses?

A.
$100,000

B.
$150,000

C.
$180,000

D.
$200,000

Posted Date: Jul 10, 2024 04:03 AM

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If you hold a $20m bond portfolio with modified duration of 9 years. You expected the market

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