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What is the impact on economic capital of a 25 basis point decrease in interest rates if the Fl is holding a 20-year, fixed-rate, 11

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What is the impact on economic capital of a 25 basis point decrease in interest rates if the Fl is holding a 20-year, fixed-rate, 11 percent annual coupon bond selling at a par value of $100,000 ? An increase of $2.024. An increase of $2,024. A decrease of $250. An increase of $250. No impact on capital since the book value is unchanged

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