a. What is the relationship between modified duration and the dollar value of an 01? b. What

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a. What is the relationship between modified duration and the dollar value of an 01?

b. What is the relationship between the dollar value of an 01 and the yield value of a 32nd?

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Fundamentals Of Investments Valuation And Management

ISBN: 9781266824012

10th Edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

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