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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 128. If the interest

 

You have a 25-year maturity, 10% coupon, 10% yield bond with a duration of 10 years and a convexity of 128. If the interest rate were to increase 125 basis points, your predicted price change for the bond (including convexity) is

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