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You are using key rate shifts to model the term structure of interest rates. For key rates you have chosen the 1-year, 7-year, and 20-year yields. The effect on the 10-year yield of a 10 basis point increase in the 7-year yield is closest to a: A. 10 basis point increase. B. 5 basis points increase. C. 7.7 basis point increase. D. 2.3 basis points increase. |