Question 2 A fixed income investment has a Macauley duration(D) of 9.36 years with a...
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Finance
Question 2
A fixed income investment has a Macauley duration(D) of 9.36 years with a convexity of 31.355.
By what percentage will the value of this investment change if rates rise from j2 = 5% to j2 = 5.75%?
- A.
6.93%
- B.
6.85%
- C.
7.02%
- D.
6.76%
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