You use bond duration and convexity together to predict bond price changes. A bond you are analyzing makes semiannual coupon payments and yields 5.02%. Its annualized Macaulay duration is 11.17 and its annualized convexity measure is 146.01. What is the approximate percentage change in the bond price if its yield changes to 6.28%?
You use bond duration and convexity together to predict bond price changes.
by admin | Sep 6, 2025 | Statistics
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