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You have a 25-year maturity, 9.7% coupon, 9.7% yield bond with a duration of 10 years and a convexity of 135.2. If the interest rate

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You have a 25-year maturity, 9.7% coupon, 9.7% yield bond with a duration of 10 years and a convexity of 135.2. If the interest rate were to fall 122 basis points, your predicted new price for the bond (including convexity) is O $1,101.14 O $1,091.16 O O $1,121.30 $1,111.20

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