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Up38
A 10 Year semi-annual 8% coupon bond is selling at $967. If the yields increase by 50 basis points the price is expected to fall to $924 and if the yields decrease by 50 Basis points the price is expected to rise to $1010. The effective duration is closest to:
- 4.55
- 17.79
- 8.89
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Up11
The correct answer is C.
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Up7
Woo! I got it right. 🙂
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