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Business, 13.03.2020 00:14 montesa0910

It is July 10, 2017. You have a $10,000 semi-annual bond with a coupon rate of 3.000% which matures April 27, 2029. The bond is priced to yield 13.000%, the duration is 8.56 years, and the convexity is 83.97 years squared. Using a duration estimate only, we predict that if market yields decrease by 100 basis points then the price of this bond will increase by

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It is July 10, 2017. You have a $10,000 semi-annual bond with a coupon rate of 3.000% which matures...
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