The table below gives the prices of the NSC 4.4s of 04/14/2121 at an initial...

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Finance

The table below gives the prices of the NSC 4.4s of 04/14/2121 at an initial term structure of par rates and at two shifted levels of par rates.

Estimate the DV01 of the bond from the data given.

Bond: NSC 4.4s of 4/2121 -5 basis points: 107.6916 Initial rates: 106.4247 +5 basis points: 104.9865

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