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What is the change in market value of johns portfolio

Assignment:

John Snow's portfolio has a fixed-income position with market value of USD 70 million with modified duration of 6.44 years and yielding 6.7% compounded semiannually. If there is a positive parallel shift in the yield curve of 25 basis points, which of the following answers best estimates the resulting change in the value of John's portfolio?

a. USD -11,725

b. USD -1,127,000

c. USD -1,134,692

d. USD -1,164,755

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