Convexity in Bonds: Definition and Examples
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Consider a bond selling at par with a modified duration of 10.6 years and convexity of 210. A change of -2% in the yield would cause the price to change by 21.2% according to the duration rule. What would be the percentage price change according to the duration-with-convexity rule?
Consider a bond selling at par with a modified duration of 10.6 years an…
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numerade.com
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You must c C reate an account to continue watching
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