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The modified duration of a certain portfolio is 2.2 , and its convexity is 8.7 . What change in interest rate would rerult in a

The modified duration of a certain portfolio is 2.2 , and its convexity is 8.7 . What change in interest rate would rerult in a change in portfolio value from $1000 to $1038? A -0.027 B 0.017 0.007 0.003 E 0.013

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