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Posted on Oct 05, 2024

you have a 2 5 - year maturity 1 1 % coupon 1 1 % yield bond with a duration of 1 0 years and

you have a

25 -

year maturity

11 %

coupon

11 %

yield bond with a duration of

10

years and a convexity of

136.5

if the interest rate were to fall $

135

basis points you're predicted new price for the bond including conversity is

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