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1. Calculate the price (per hundred face value), effective duration, convexity and DV01 of the each of the 2 bonds using the data provided: bond

1. Calculate the price (per hundred face value), effective duration, convexity and DV01 of the each of the 2 bonds using the data provided: bond 1- Term to maturity is 3 years, Face value is 100, coupon rate is 2.5%, yield is 3.54%; Bond 2: Term to maturity is 10 years, Face value is 100, coupon rate is 2.75%, yield is 4.07%.

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