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you are reviewing a 3.6% coupon bond that has four years left until maturity the bond currently has a yield to maturity of3.9% what is

you are reviewing a 3.6% coupon bond that has four years left until maturity the bond currently has a yield to maturity of3.9% what is the difference in the price change predicted by modified duration and the price change predicted by convexity if market rates increase by 150 basis point

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