Question: show all work 6. Consider a bond with modified duration of 12.62 and convexity is 182.92. If the yield changes from 6% to 8%%, calculate
6. Consider a bond with modified duration of 12.62 and convexity is 182.92. If the yield changes from 6% to 8%%, calculate the percentage change in price. What are the changes in price based on duration and convexity and due to a combination of both
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