An analyst gathers the following information about a bond:
- Price: 96.00
- Price with yield to maturity 10 basis points higher: 95.80
- Price with yield to maturity 10 basis points lower: 96.30
The approximate convexity of this bond is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
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An analyst gathers the following information about a bond:
Price: 96.00
Price with yield to maturity 10 basis points higher: 95.80
Price with yield to maturity 10 basis points lower: 96.30
The approximate convexity of this bond is closest to:
