Consider a bond selling at par with modified duration of 10.6 and convexity of 210. What would be the percentage price change following a 2% decrease in yield to maturity, according to the duration-with-convexity rule?
Consider a bond selling at par with modified duration of 10.6 and convexity of 210. What would be the percentage price change following a 2% decrease in yield to maturity, according to the duration-with-convexity rule?
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