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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 bond has an effective duration of 6.1 and effective convexity of 40. For a 50 bp increase in benchmark yield, the estimated percentage price change is closest to:

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