Fund B manages $100 million in the bond market, and the duration of its assets is 10

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Fund B manages $100 million in the bond market, and the duration of its assets is 10 years. How will its asset value change if the 10-year bond yield increases 50 basis points from 3.5% to 4%?

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Linear Algebra

ISBN: 9780982406212

1st Edition

Authors: Jim Hefferon

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Posted Date: Jun 19, 2023 07:13 AM

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Fund B manages $100 million in the bond market, and the duration of its assets is 10

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Linear Algebra

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