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A Five-Year Bond Paying 8 Percent Semi-Annual-Pay Coupons Is Trading

Question 34

Multiple Choice

A five-year bond paying 8 percent semi-annual-pay coupons is trading on the market at a yield of 6.75 percent.What is the percentage change in price if the market yield increases by 75 basis points?


A) -2.98%
B) -3.02%
C) -3.05%
D) -3.11%

Correct Answer:

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