How much of a price change for the portfolio

Reference no: EM131956044

Question: Citibank has determined that its bond portfolio has a duration of 9.5 years and a prevailing yield to maturity of 4.0 percent. If the yield to maturity changes to 5.5 percent, then Citibank should anticipate how much of a price change for its portfolio?

Reference no: EM131956044

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