For an option-free bond, if yields increase by 200 basis points, the parts of the total estimated percentage price change attributable to duration and the convexity adjustment, respectively, will most likely be:
Part of the total estimated　　　 Part of the total estimated percentage price
percentage price change　　　　　change attributable to the convexity
attributable to duration　　　　　　 adjustment

[单选题]The table below summarizes the yields and corresponding price for a hypothe

[单选题]The duration and convexity of an option-free bond priced at $90.25 are 10.3

[单选题]The duration and convexity of an option-free bond priced at $90.25 are 10.3

[单选题]An analyst uses a valuation model to estimate the value of an option-free b

[单选题]An analyst determines that an 8% option-free bond, maturing in 2015, would

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

[单选题]Compared with an otherwise identical option-free bond, when interest rates

[单选题]The duration and convexity of an option-free bond priced at $90.25 are 10.3

[单选题]An 8%, semiannual pay, option-free corporate bond that is selling at par ha

[单选题]At 1 January, 2009, an option-free 8 percent annual coupon bond, with 10 ye