What is the estimate key rate duration

Reference no: EM13936453

You have been provided the following key rate shifts for a five-year bond

t	Spot Rate	Key Rate Shift
1	0.16%	0.16%
2	0.26%	0.26%
3	0.38%	0.38%
4	0.58%	0.58%
5	0.77%	0.77%
6	1.00%	1.00%
7	1.22%	1.22%
8	1.41%	1.41%
9	1.60%	1.60%
10	1.79%	1.79%
11	1.86%	1.86%
12	1.94%	1.94%
13	2.01%	2.01%
14	2.09%	2.09%
15	2.16%	2.16%
16	2.23%	2.23%
17	2.31%	2.31%
18	2.38%	2.38%
19	2.46%	2.46%
20	2.53%	2.53%
21	2.57%	2.57%
22	2.61%	2.61%
23	2.65%	2.66%
24	2.69%	2.70%
25	2.74%	2.74%
26	2.78%	2.78%
27	2.82%	2.82%
28	2.86%	2.87%
29	2.90%	2.91%
30	2.94%	2.95%

What is the estimate for the 30-year key rate duration for this five-year bond assuming a 1bp increase in rates across the term structure?

Reference no: EM13936453

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