- Suppose a callable bond with a call price of 1,150 is selling at980 today. If the yield curve

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Suppose that the interest rate on a one year European bond and a one year Australian bond are so

- Suppose a callable bond with a call price of $1,150 is selling at $980 today. If the yield curve shifts up by 1%, its price will fall to $910. If the curve shifts down by 0.5%, its price will rise to $1,090. What is its effective duration?