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What is the percentage change in a 7-year zero-coupon bond with a duration of 7 years, when interest rates increase from 6% to 7%? Round

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What is the percentage change in a 7-year zero-coupon bond with a duration of 7 years, when interest rates increase from 6% to 7%? Round to one decimal place as needed O A. -6.8% OB. -6.7% . -6.4% OD. - 1% O E. -7%

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