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Business, 09.12.2021 16:00 antcobra

2. The the modified duration of a certain bond is 6.0 years and its yield-to-maturity is 5%. Assume the yield-to-maturity of the bond falls to 4.50%. What would you expect the price change of the bond to be

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2. The the modified duration of a certain bond is 6.0 years and its yield-to-maturity is 5%. Assume...
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