The modified duration of a bond is 7.87. The percentage change in price using duration for a yield decrease of 110 basis points is closest to:

[单选题]A bond has an effective duration of 7.5. If the bond yield changes by 100 b

[单选题]A bond with an embedded put option has a modified duration of 7, an effecti

[单选题]A bond with a 7.3% yield has a duration of 5.4 and is trading at $985. If t

[单选题]The duration of a bond is 5.47, and its current price is $986.30. Which of

[单选题]Which of these definitions of duration is most relevant to a bond investor?

[单选题]Assume a bond has an effective duration of 10.5 and a convexity of 97.3. Us

[单选题]An estimate of the price change for an option-free bond caused by a 1% decl

[单选题]Suppose that the bond in Question 3 is callable at par today. Using a 25 ba

[单选题]Portfolio duration most accurately approximates the sensitivity of the valu

[单选题]The current price of a bond is 102.50. If interest rates change by 0.5%, th