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Suppose we have a fixed set of future cashflows with a present value of P 0 . The current effective annual yield rate is 6

Suppose we have a fixed set of future cashflows with a present value of P0. The current effective annual yield rate is 6.3%. For these cashflows and yield rate, you are given the following:
The duration is 5.41239.
The modified duration based on the effective annual rate is 5.09162.
Now suppose the yield rate increases by 0.010.
Estimating the new present value of the cashflows using duration gives PA.
Estimating the new present value of the cashflows using modified duration gives PB.
PA-PB=1.33258
Find the original present value P0.
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