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This 4 part go with the first data given! Thank you. Bond Y Coupon rate (9) Yield to Maturity (%) Maturity (years) 15 Par value
This 4 part go with the first data given!
Thank you.
Bond Y Coupon rate (9) Yield to Maturity (%) Maturity (years) 15 Par value ($) 100 Price ($) 104.4913 Question 1 (1 point) Modified duration 4.4107 5 8.8214 10 What is the convexity measure? 0 80.0000 91.6926 22.9231 0 20.0000 Using duration, what is the price of the bond if there is a 100 basis points increase in interest rates? $95.2737 $113.7089 ($109.1000 $99.8825 Using duration and convexity measure, what is the price of the band for a 100 basis points increase in interest rates? $100.3616 $100.0000 $100.0024 $99.9976Step by Step Solution
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