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If Yields Increase by 10 Basis Points, What Is the Approximate

Question 47

Multiple Choice

If yields increase by 10 basis points, what is the approximate price change on the $100,000 Treasury note? Use the duration approximation relationship.


A) +$179.39
B) +$16.05
C) -$1,605.05
D) -$16.05
E) +$160.51
[Refer to: 9-119]

Correct Answer:

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