4) A three-year bond with a yield of 13% (continuously compounded) pays a 5% coupon at the end of each year. The face value of the bond is $100. What is the bond's duration? 3 years 2.68 years S 15 2.84 years S 2.25 years 5) A three-year bond with a yield of 13% (continuously compounded) pays a 5% coupon at the end of each year. The face value of the bond is $100. What is the bond's convexity? 8.07 eamy 13 8.31 W 8.45 Word 8.88 4) A three-year bond with a yield of 13% (continuously compounded) pays a 5% coupon at the end of each year. The face value of the bond is $100. What is the bond's duration? 3 years 2.68 years S 15 2.84 years S 2.25 years 5) A three-year bond with a yield of 13% (continuously compounded) pays a 5% coupon at the end of each year. The face value of the bond is $100. What is the bond's convexity? 8.07 eamy 13 8.31 W 8.45 Word 8.88