medium · Debt Capital Markets pricing-yields-curve
A 10-year bond with a 4% coupon is yielding 4.50%. If yields rise by 100 bps, and the bond's modified duration is 7.8 and convexity is 85, what is the estimated percentage price change?
- -8.23%
- -7.38%
- -6.95%
- -7.80%
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