A bond is priced at 885 and has a YTM of 0.055 when interest rates suddenly change by -20 basis points. The bond's price changes

Question

A bond is priced at 885 and has a YTM of 0.055 when interest rates suddenly change by -20 basis
points. The bond's price changes to 946
Calculate the duration for this bond.
36.3588
38.0131
32.5411
40.1037
34.4136

Kunduz · Accepted Answer

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