Bond Math: Based on the information provided, what would the estimated percentage price change of the bond be for a rate shock of - 100BP and +200BP rate change? Duration = 3.68 Convexity = -2.45 Current Book Value of Bond = $5 million Current (Base Case) Market Value of Bond = $6 million -100BP = 0.62%, +200BP = -8.00% -100BP = 1.23%, +200BP = .9.81% . - 100BP = -0.42%, +200BP = +7.78% -100BP = -1.23%, +200BP = +9.81% 0-100BP = 0.52%, +200BP = -7.00% Question 29 2 pts ATour Company sold Treasury bill futures contracts when the quoted price was 95.00. When this position was closed out the quoted price was 94.28. Determine the profit or loss per contract, ignoring transaction costs. $8,000 Loss $8,200 Loss $6,200 Gain