Question: Using both duration and convexity, what is the dollar price change of a 100-basis-point increase in yield on a zero-coupon bond with a yield of

Using both duration and convexity, what is the dollar price change

Using both duration and convexity, what is the dollar price change of a 100-basis-point increase in yield on a zero-coupon bond with a yield of 6%, 10 years to maturity, and a par value of $100? -$5.10 -$5.15 -$5.20 -$5.05

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