A bond has a duration of 5.2 and has a YTM of 0.1 when interest rates change by 120 basis points. What is the expected change in

Question

A bond has a duration of 5.2 and has a YTM of 0.1 when interest rates change by 120 basis points.
What is the expected change in price for the bond using only this information?
-0.0437
-0.0567
-0.0405
-0.0494
-0.0525

Kunduz · Accepted Answer

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