Question: Bond Math: Based on the information provided, what is the current estimated gain/(loss) of the bond? Duration = 3.24 Convexity = -2.52 Current Book Value

Bond Math: Based on the information provided, what is the current estimated gain/(loss) of the bond? Duration = 3.24 Convexity = -2.52 Current Book Value of Bond = $6.5 million Current (Base Case) Market Value of Bond = $5.2 million

Group of answer choices

-$1.2 Million

$1.2 million

-$1.3 Million

$2.1 Million

None of the above

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