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Suppose that the value of a portfolio increases by $50,000 for each one basis point increase in the 12 year rate and has no other

Suppose that the value of a portfolio increases by $50,000 for each one basis point increase in the 12 year rate and has no other sensitivities. The multiple vertex approach is used to model with the following vertices: three months six months one year two years three years five years 10 years 15 years 20 years and 30 years. What is the sensitivity of the portfolio to a one basis point increase in each vertex of the term structure?

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