A Bank has invested $250 million worth of the following bonds today which mature in 2 years: Face Value: 100 Coupon Rate

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A Bank has invested $250 million worth of the following bonds today which mature in 2 years: Face Value: 100 Coupon Rate

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A Bank Has Invested 250 Million Worth Of The Following Bonds Today Which Mature In 2 Years Face Value 100 Coupon Rate 1
A Bank Has Invested 250 Million Worth Of The Following Bonds Today Which Mature In 2 Years Face Value 100 Coupon Rate 1 (12.02 KiB) Viewed 39 times
A Bank has invested $250 million worth of the following bonds today which mature in 2 years: Face Value: 100 Coupon Rate: 4% Frequency (per year): 2 YTM: 5% These are the only asset that the bank has. If the YTM increases by 500 bps, by how much (exactly) do you expect the bank's asset to shrink? Answer as a (positive) loss in Millions of S, with two decimal places.
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