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A portfolio manager is assessing an option-free, fixed-rate bond’s interest rate risk using modified duration. The bond has a par value of 100, a term to maturity of 20 years, bears a coupon rate of 5% with coupon payments paid semiannually, and is currently priced at 78.6449% of par value.
1) What will be the bond’s estimated percent change in price using modified duration in response to a 75 basis point decrease in the bond’s yield to maturity?
2) What is the price value of a basis point (PVBP) for this bond?
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