You have a 25 year maturity, 10 coupon, 10 yield bond with a duration of 10 years and a convexity of 128 If the interest rate were to increase 125 basis points, your predicted price change for the bond (including convexity) is You have a 25 year maturity, 10 coupon, 10 yield bond with a duration o...

We can solve for the predicted price change using the following formula ...

You have a 25-year maturity, 10% coupon, 10% yield bond with a duration of 10 years...

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Microeconomics An Intuitive Approach with Calculus

ISBN: 978-0538453257

1st edition

Authors: Thomas Nechyba

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You have a 25-year maturity, 10% coupon, 10% yield bond with a duration of 10 years...

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We can solve for the predicted price change using the following formula ... View the full answer

Microeconomics An Intuitive Approach with Calculus

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