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QUESTION 1 Assume yields increase by 1.02% overnight. Your bond is originally priced at $97.50 has a 2.4y duration and 90 convexity. Using all the
QUESTION 1 Assume yields increase by 1.02% overnight. Your bond is originally priced at $97.50 has a 2.4y duration and 90 convexity. Using all the information above, what is the best estimate br the new price of your bond after this increase in yields? Blank Spreadsheet.xlsx $95.07 510122 $96.23 59557
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Financial Management Principles And Practices
Authors: Sudhindra Bhat
2nd Edition
8174465863, 978-8174465863
