a) Calculate the percentage price change of a bond for a 20 basis point increase in the yield if the bond's duration is 8 54 and the convexity is 58 66 (5 Marks) b) If the price of the Bond was 350 CHF what is the new price of the Bond (5 Marks) 7 Total 10 Marks Calculate the Macaulay duration of ...

a To calculate the percentage price change of a bond for a 20 basis point increase in yield we can use the formula Percentage price change Duration Yi ...

a). Calculate the percentage price change of a bond for a 20 basis point increase in...

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a). Calculate the percentage price change of a bond for a 20 basis point increase in...

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