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Basic Question 17 of 17

One factor that impacts bond price changes is the impact per basis point change in the yield-to-maturity. This is referred to as the ______.

I. bond duration
II. bond convexity
III. yield volatility

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Craig Baugh

Craig Baugh

Learning Outcome Statements

calculate and interpret convexity and describe the convexity adjustment

calculate the percentage price change of a bond for a specified change in yield, given the bond's duration and convexity

CFA® 2024 Level I Curriculum, Volume 4, Module 12.