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16. For the following bond, calculate the bond's duration and convexity: 7.50% coupon rate, pays semiannual coupons, $1,000 face value, 9% yield to maturity, three

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16. For the following bond, calculate the bond's duration and convexity: 7.50% coupon rate, pays semiannual coupons, $1,000 face value, 9% yield to maturity, three years to maturity. Your answer is based on semiannual coupons, so both calculations are semiannual. What are the annualized duration and convexity of the bond

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