##### 92. An analyst is using key rate shifts to analyze the effect of yield changes on bond prices. Suppose that the 10-year yield has increased by 10 bps and that this shock decreases linearly to zero for the 20-year yield. What is the effect of this shock on the 14-year yield? | Financial Risk Manager Part 1 Quiz - LeetQuiz
Financial Risk Manager Part 1
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92. An analyst is using key rate shifts to analyze the effect of yield changes on bond prices. Suppose that the 10-year yield has increased by 10 bps and that this shock decreases linearly to zero for the 20-year yield. What is the effect of this shock on the 14-year yield?