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Question 2 1 pts A bond has an annual Macaulay duration of 5.9186, modified duration of 5.7185, and convexity of 39.0826. If the bond's yield

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Question 2 1 pts A bond has an annual Macaulay duration of 5.9186, modified duration of 5.7185, and convexity of 39.0826. If the bond's yield to maturity decrease by 70 bps, given the bond's duration and convexity, the predicted price change is closest to: 4.24% 49.60% 4.10% 4.00% 51.01%

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