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U have a portfolio of mv 30,000,000 USD duration of 4.5 and Spread duration of 6 years. Ur spread drop by 100 bps while ur

U have a portfolio of mv 30,000,000 USD duration of 4.5 and Spread duration of 6 years.

Ur spread drop by 100 bps while ur interest rate duration drops by 50 bps. What is the new MV approximate of the portfolio?

2,475,000

3,100,000

-5,000,000

-3,000,000

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