If yields decrease by 10 basis points on the $100,000 treasury note, what is the amount of error (Plinear duration - Pma...
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If yields decrease by 10 basis points on the $100,000 treasury note, what is the amount of error (Plinear duration - Pmarket) in the price estimate using the duration relationship versus the true bond price determined in the market?
a) +0.021886
b) 0.023118
c) -0.0014133
d) -0.016053
e) none of the above