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1.COMPUTE THE DURANTION OF THIS BOND 2.COMPUTE THE CONVEXITY OF THIS BOND . b. Bond A has the following information: Face value: RM1,000 Coupon rate:

1.COMPUTE THE DURANTION OF THIS BOND

2.COMPUTE THE CONVEXITY OF THIS BOND .

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b. Bond A has the following information: Face value: RM1,000 Coupon rate: 8% Potential change in interest rate: 0.004% Time to maturity: 15 The yield to maturity is 5% Using compounding interest rate b. Bond A has the following information: Face value: RM1,000 Coupon rate: 8% Potential change in interest rate: 0.004% Time to maturity: 15 The yield to maturity is 5% Using compounding interest rate

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