Question: If a bond has a modified duration D* = 2.5 years, what will be the change in the bond price (in %) when the yield

If a bond has a modified duration D* = 2.5 years, what will be the change in the bond price (in %) when the yield to maturity rises + 200 bp

a. -2.5%

b. 5.0%

c. 2.0%

d. -5.0%

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