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Question 3 Suppose you had a five year bond that currently sells at a yield to maturity of 0.0496 that has a Macaulay duration of

Question 3

Suppose you had a five year bond that currently sells at a yield to maturity of 0.0496 that has a Macaulay duration of 4.41. What would the return on that bond be if the yield changed by 0.0193?

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