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A Bank has invested $250 million worth of the following bonds today which mature in...

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A Bank has invested $250 million worth of the following bonds today which mature in 2 years: Face Value: 100 Coupon Rate: 4% Frequency (per year): 2 YTM: 5% These are the only asset that the bank has. If the YTM increases by 500 bps, by how much (exactly) do you expect the bank's asset to shrink? Answer as a (positive) loss in Millions of S, with two decimal places

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