Question

What is the convexity of a two-year bond with a 8.50% coupon and a 1.00% yield...

What is the convexity of a two-year bond with a 8.50% coupon and a 1.00% yield to maturity?

A.

5.5943

B.

5.3328

C.

5.0808

D.

5.7273

E.

5.8241

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Answer #1

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YOUR REQUIRED ANSWER IS OPTION A : 5.5943

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