Financial Risk Manager Part 1
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Q-24. Key rate duration for the 30-year shift is calculated as follows:
-1/25.11584 (25.01254 – 25.11584) / (0.01%) = 41.13
Q-24. Key rate duration for the 30-year shift is calculated as follows:
-1/25.11584 (25.01254 – 25.11584) / (0.01%) = 41.13
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