2. Determine the effective duration and convexity for a 4% (semiannual payment), 10-year corporate note priced to yield 4.5% and callable at par as of year five. A callable security priced at a premium will have the yield computed to the call date while a callable security priced at a discount will have the yield computed to the maturity date. Shock yields by +/- 1% to estimate duration and convexity. Use any par