Question: QUESTION 11 2 points Save Answer Bond Math: Based on the information provided, what would the estimated percentage price change of the bond be for

QUESTION 11 2 points Save Answer 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 3.24 Convexity =-2.52 Current Book Value of Bond = $5 million Current (Base Case) Market Value of Bond $6 million 0-100BP = 0.72%, +200BP -9.00% 0-100BP-0.62%, +200BP -8.00% -100BP-0.42%, +200BP = +7.78% -100BP =-06296, +200BP m +6.86% -100BP-" 0.52%, +200BP =-7.00% Focus

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