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Suppose an annual coupon bond has a modified duration of 12.62 years, and a convexity of 114. Its current yield to maturity is 0.073. According

Suppose an annual coupon bond has a modified duration of 12.62 years, and a convexity of 114. Its current yield to maturity is 0.073. According to the duration and convexity prediction, how is the bond price expected to change if the yield to maturity increases to 0.077?

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