Consider the following two Treasury securities: Which bond will have the greater dollar price volatility for a

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Consider the following two Treasury securities:

Which bond will have the greater dollar price volatility for a 25-basis-point change in interest rates?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:25 AM

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Consider the following two Treasury securities: Which bond will have the greater dollar price volatility for a

Question:

Bond Price Modified duration (years) S100 6 $80 7

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The estimated dollar price change can be obtained by using the below equatio...View the full answer

Bond Markets Analysis and Strategies

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