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The table below lists the details of two fixed coupon bonds that make up a bond portfolio, along with the number of each of the
The table below lists the details of two fixed coupon bonds that make up a bond portfolio, along with the number of each of the bonds held in the portfolio (last column). All bonds have a principal amount of $100. The bonds pay coupons annually. The bond information is provided on a per-bond basis, except for the last column. Required: If the yield curve experiences a parallel increase of 75 basis points, what is the estimated new value of the portfolio (in dollars) based on the supplied duration and convexity measures
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