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You are calculating a bonds effective duration, one-sided up-duration and one-sided down duration using the same delta curve and start with the same PV0, If
You are calculating a bonds effective duration, one-sided up-duration and one-sided down duration using the same delta curve and start with the same PV0, If the effective duration is 1.9, one sided up duration is 2.7, then the one sided down duration is closest to: A: 1.1, B:1.3, C:1.5
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