We have the fitzpatrick bond which has a convexity of 30, Ask an Expert

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We have the Fitzpatrick bond which has a convexity of 30, duration of 4, a ytm of 12% and a maturity of 25 years. The central bank is injecting huge liquidity, and there is no fear of inflation. If the yields alter by 100 basis points, what would the price change be? If the yields were to alter by 200 basis points, what would be the new change?

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Business Economics, Economics

Category:- Business Economics
Reference No.:- M91406070

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