An 8 year from maturity bond with a 5 375 semiannual coupon bond is trading at 116 781 (3 00 yield) Its modified duration is 6 729 and its convexity is 26 07 What is the estimated price (stated per 100 of par) if the yield falls 1 percentage point to 2 00 An 8 year from maturity bond with a 5 375 ...

We can use the modified duration and convexity of the bond t ...

An 8-year from maturity bond with a 5.375% semiannual coupon bond is trading at 116.781 (3.00%...

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An 8-year from maturity bond with a 5.375% semiannual coupon bond is trading at 116.781 (3.00%...

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