Question: Assume yields increase by 1.02% overight. Your bond is originally priced at $97.50 has a 2.4y duration and 90 convexity. Using all the information above,
Assume yields increase by 1.02% overight. Your bond is originally priced at $97.50 has a 2.4y duration and 90 convexity. Using all the information above, what is the best estimate of the new price of your bond after this increase in yields? Blank Spreadsheet.xlsx $95.57 $95.07 O $96.23 O $101.22 QUESTION 10 You own a bond with a market value of $27,500 and a par value of $27,000. What is the bond's price? Blank Spreadsheet.xlsx $98.24 O $27.52 $101.85 $127.51
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