A pension fund manager is holding a 10-year 10% coupon bond in the funds portfolio, and the

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A pension fund manager is holding a 10-year 10% coupon bond in the fund’s portfolio, and the interest rate is currently 10%. What loss would the fund be exposed to if the interest rate rises to 11% tomorrow?

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Business Statistics Communicating With Numbers

ISBN: 9780078020551

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Authors: Sanjiv Jaggia, Alison Kelly

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Posted Date: Mar 06, 2024 12:16 AM

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A pension fund manager is holding a 10-year 10% coupon bond in the funds portfolio, and the

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Business Statistics Communicating With Numbers

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