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CFA Level I 13. Curve-Based and Empirical Fixed-Income Risk Measures question

Fixed Income / 13. Curve-Based and Empirical Fixed-Income Risk Measures

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13. Curve-Based and Empirical Fixed-Income Risk Measures sample question

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Fixed Income

13. Curve-Based and Empirical Fixed-Income Risk Measures

A portfolio has key rate durations of 1.5 at the 2-year point, 3.0 at the 5-year point, and 2.0 at the 10-year point. If the 2-year key rate rises 10 bps, the 5-year key rate is unchanged, and the 10-year key rate falls 20 bps, the estimated percentage price change is closest to:

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