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What would be the actual, duration-implied, and duration-and-convexity-implied prices if there is an annual coupon bond with a maturity of 3 years, par value of
What would be the actual, duration-implied, and duration-and-convexity-implied prices if there is an annual coupon bond with a maturity of 3 years, par value of $2,000, coupon rate of 2%, and (annual) yield of 5%.
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