2(A) A 10-year bond has a face value of EUR1000 pays a 6% annual coupon rate. The required market yield is 6.5%. What is its convexity?

2(B) A 10-year bond has a face value of EUR1000 pays a 6% annual coupon rate and is traded at 102%. The market yield is 5.73%. What are its duration and convexity? If the required yield changes by +200 basis points, compare the actual bond price change with using duration and convexity rule to estimate the bond price change?