balbright6764 balbright6764

11-03-2024
Mathematics

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Suppose a bond has an effective duration of 10.7 and a modified duration of 10.2. If the entire yield curve shifts uniformly up by 0.31%, estimate the percentage loss on the value of the bond.
a. 3.10%
b. 3.42%
c. 3.21%
d. 3.15%

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