hard · Volume Profile Analysis
Suppose the 10-year Treasury yield is at 4.25%. A trader holds a bond with a modified duration (D_mod) of 7.0.
If the yield curve 'bull steepens' and the yield on this specific bond drops by 50 basis points (bp), what is the approximate percentage change in the bond's price?
- +3.5%
- +7.0%
- +0.35%
- -3.5%
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