A bond with an embedded put option has a modified duration of 7, an effective duration of 6 and a convexity of 62.5. If interest rates rise 25 basis points, the bond's price will change by approximately: —— 财会经济>CFA特许金融分析师 > CFA考试（Level Ⅰ） > Study Session 16　Fixed Income Analysis of Risk

财会经济>CFA特许金融分析师 > CFA考试（Level Ⅰ） > Study Session 16　Fixed Income Analysis of Risk

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1. A bond with an embedded put option has a modified duration of 7, an effective duration of 6 and a convexity of 62.5. If interest rates rise 25 basis points, the bond's price will change by approximately:

A.1.46%.
B.1.50%.
C.1.54%.

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