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A bond has duration of 5.4 and convexity of -4

2022-02-01 11:52:31 问答库 阅读

问题详情

A bond has duration of 5.4 and convexity of -41.30. If interest rates increase by 0.5%, the percentage change in the bond’s price will beclosest to:
A. -2.85%
B. -2.80%
C. -2.75%

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