21. Consider a bond selling at par with modified duration of 10.6 years and convexity of 210. A 2% decrease in yield would causse the price to inrease by 21.2% according to the duration rule. What would be the percentage price change according to the duration with convexity rule? a. 21.2% b. 25.4% c. 17% d. 10.6% e. none of these

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