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QUESTION 15 1. If a bond has a convexity of 60 and a modified duration of 10, the convexity adjustment a for a 25 basis

QUESTION 15 1. If a bond has a convexity of 60 and a modified duration of 10, the convexity adjustment a for a 25 basis point drop in interest rate is closest to a +0.0375 b - 1.0375 % C - . 0.0325 % C d-0.0375 et . 0.0325 %

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