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You have a 25-year maturity, 10% coupon, 10% yield bond with a duration of 10 years and a convexity of 120. If the interest rate
You have a 25-year maturity, 10% coupon, 10% yield bond with a duration of 10 years and a convexity of 120. If the interest rate were to increase 125 basis points, your predicted price change for the bond (including convexity) is ________.
Question 24 options:
| -10.31% |
| -10.5% |
| -10.23% |
| -10.42% |
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