Consider a bond with a modified duration (in years) of 3.2. Coupon rate and yield to maturity are the same. Par value is $1,000. Estimate the percentage change in price for a 200 basis-point increase...

Consider a bond with a modified duration (in years) of 3.2. Coupon rate and yield to maturity are the same. Par<br>value is $1,000. Estimate the percentage change in price for a 200 basis-point increase in interest rates.<br>O A. -5.4%<br>ОВ. -6.4%<br>C. -8.6%<br>OD. 4.8%<br>

Extracted text: Consider a bond with a modified duration (in years) of 3.2. Coupon rate and yield to maturity are the same. Par value is $1,000. Estimate the percentage change in price for a 200 basis-point increase in interest rates. O A. -5.4% ОВ. -6.4% C. -8.6% OD. 4.8%

Jun 11, 2022

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Consider a bond with a modified duration (in years) of 3.2. Coupon rate and yield to maturity are the same. Par value is $1,000. Estimate the percentage change in price for a 200 basis-point increase...

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