11. What is the convexity of a $1000 5.3% annual coupon bond which has two years to maturity and is trading at a yield of 3.4% and a price of $1036.15

12. A zero-coupon bond was issued 2 years ago. When it was first issued it had 7 years to maturity and the issue price was based on a yield of 7.7% p.a. It is currently trading at a yield of 8.2% p.a. What is it's current duration?

13. What is the duration of a 5.8% coupon bond which makes semi-annual coupon payments, has 2 years to maturity and is trading at a yield of 5.8% p.a.?

14. What will be the approximate percentage change in the price of a bond with a duration of 8.4 years, which is trading at a yield of 6.9%, if there is a 1 basis point increase in the yield?

15. What is the convexity of a $1000 6.5% annual coupon bond which has two years to maturity and is trading at a yield of 9.5% and a price of $947.58?