› CFA › CFA Level 1 › CFA Level 1 Question of the Week – Fixed Income Search for:Search Button CFAFRMCAIACareersLounge GeneralLevel 1Level 2Level 3 CFA Level 1 Question of the Week – Fixed Income Add A Reply Login Sign Up This topic has 1 reply, 1 voice, and was last updated Jun-198:00 am by Matt_AnalystPrep. Author Posts Matt_AnalystPrepParticipant CFA Charterholder 30 Jun 2019 at 8:00 am Up4:: The correct answer is A. Price Change = (-Duration * Yield change) + (0.5 * Convexity * Yield change2)) Price change = (-8 * 0.0025) + (0.5 * 20 * 0.00252) = -1.99% The bond’s value will fall by approximately 1.990% * 200,000 = $3,988. Author Posts Viewing 0 reply threads You must be logged in to reply to this topic. Log In Username: Password: Keep me signed in Register Log In