A bond portfolio manager owns $5 million par value of a non-callable bond issue. The duration of the bonds is 5.6 and the current market value of the bonds is $5,125,000. If yield decline by 25 basis points, the approximate new price of the bonds after the decline in yield will be closest to:

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

[单选题]A bond portfolio manager is considering three Bonds - A, B, and C - for his

[单选题]A twenty-year $1,000 fixed rate non-callable bond with 8% annual coupons cu

[单选题]A 20-year $1,000 fixed-rate non-callable bond with 8% annual coupons curren

[单选题]Consider a $100 par value bond, with an 8% coupon paid annually, maturing i

[单选题]Consider a $100 par value bond, with an 8% coupon paid annually, maturing i

[单选题]A bond is currently trading for $109.246 per $100 of par value. If the bond

[单选题]Duration is most accurate as a measure of interest rate risk for a bond por

[单选题]Duration is most accurate as a measure of interest rate risk for a bond por

[单选题]Consider a $/00 par value bond with a 7% coupon paid annually and 5 years t