A bond has a modified duration of 6 and a convexity of 62.5. What happens to the bond's price if interest rates rise 25 basis points It goes:（） A: down 1.46%. B: up 4.00%. C: up 1.46%.
A bond has a modified duration of 6 and a convexity of 62.5. What happens to the bond's price if interest rates rise 25 basis points It goes:（） A: down 1.46%. B: up 4.00%. C: up 1.46%.
Which of the following steps is NOT used in the full valuation approach in measuring interest rate risk（） A: Estimate hypothetical changes in required yields. B: Calculate the bond’s convexity. C: Recompute bond prices using the new required yields.
Which of the following steps is NOT used in the full valuation approach in measuring interest rate risk（） A: Estimate hypothetical changes in required yields. B: Calculate the bond’s convexity. C: Recompute bond prices using the new required yields.
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