Fall 2019 Q19

Anila11Anila11
in OSFI.MCT

I'm going through MCT reading on the margin for interest rate risk and then was taking a look at Q19 for Fall 2019 and I tried to calculate the interest rate risk using the formula/method in the wiki and so I get 877.5 (A) - 445.3125 (B) = 432.1875 (F) which is slightly different from the method in the solution which has an answer of 432.1334. Is my method still valid or am I missing something? Are the modified durations given in the question not the right ones to use in the formulas in the wiki?

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