medium · Certified Financial Planner Risk Management

Ms. Gupta is analyzing the price sensitivity of a bond portfolio to interest rate changes.

If interest rates rise, how will the actual price of a high-convexity bond compare to the price estimated by its linear duration?

  1. The actual price will be higher only if the bond is a zero-coupon instrument.
  2. The actual price will be lower than the linear duration estimate.
  3. The actual price will be higher than the linear duration estimate.
  4. The actual price will exactly match the linear duration estimate.

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