QUESTIONS 97 THROUGH 108 RELATE TO FIXED INCOME INVESTMENTS

103. - MOCK AND SAMPLE EXAMS CFA CFA LEVEL I MOCK EXAM AFTERNOON 2013
MOCK AND SAMPLE EXAMS CFA CFA LEVEL I MOCK EXAM AFTERNOON 2013
103. The duration and convexity of an option-free bond priced at $90.25 are 10.34 and 75.80, respectively. If yields increase by 200 basis points, the percentage change of the price is closest to: A. –23.71%. B. –20.68%. C. –17.65%.