Question: A bond is yielding 8.5% pa with continous compounding. it has duration of 1.5 years and is currently valued at $102.50. Calculate the change in

A bond is yielding 8.5% pa with continous compounding. it has duration of 1.5 years and is currently valued at $102.50.



Calculate the change in the value of the bond for a 20 basis point rise in yield?

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