19. A 20-year, 6.500% annual payment bond settles on a coupon date. The bond's yield to maturity is 9.400%

(b) What is the bonds approximate modified duration? Use yield changes of +/- 30 bps around the yield to maturity for your calculations

20. Consider the bond from problem (19) above.

(a) Calculate the approximate convexity for the bond.

(b) Calculate the change in the full bond price for a 40 bps change in yield.

I need an answer for 20. show your calculation using a finance calculator but not excel formulas. Please add 3 decimal places.