Colculation task

Discussion in 'P1.T4. Valuation & Risk Models (30%)' started by Krivetka, May 29, 2012.

  1. Krivetka

    Krivetka New Member

    What is the price impact on a bond currently priced 60.00 with modified duration of 5.7 and convexity 55.65 if the yield change in basis points is 23.
    Please formula to calculate.

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