SOM/ENTER View + O 37 38 39 Google Chrome File Edit View History Bookmarks Profiles Tab Window Help 40 41 42 43 44 45 46 hift 47 48 49 50 51 52 53 54 55 56 57 58 686868688RFNANABRE fn 59 60 61 62 63 64 65 67 69 70 71 72 73 74 75 76 77 78 79 80 tab 125% Zoom Outline C. caps lock esc Spread Duration = 6.50 6.50 E Add Category And if credit spreads widen 15bps? 88, Pivot Table Portfolio Risks Yield Curves D E F G H B what would be the answer to the question above in the rate change was 100ups? stated in years, this is the band's duration contribution to the pu The market value change of this bond will be -$247,406.25 and the new price of the bond will be $25,127,593.75. 2. For a fixed rate, bullet bond, the spread duration is very similar to the modified duration. (For bonds with cashflows that change when interest rates change, duration and spread duration will be different e.g. callable bonds, and MBS) (For bonds with coupons that change when interest rates change, duration and spread duration will be diff