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Basic Question 0 of 11
Consider the following results for the valuation of a callable bond:
V0 = 100.525.
V+ = 99.968.
V- = 101.235.
dy = 50 basis points.
V0 = 100.525.
V+ = 99.968.
V- = 101.235.
The effective convexity of the bond is:
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Learning Outcome Statements
describe arbitrage pricing theory (APT), including its underlying assumptions and its relation to multifactor models;
define arbitrage opportunity and determine whether an arbitrage opportunity exists;
calculate the expected return on an asset given an asset's factor sensitivities and the factor risk premiums;
CFA® 2025 Level II Curriculum, Volume 5, Module 40.