5. Manually compute the modified duration for the following bond: Maturity Date: 04/20/2017 Settlement Date: 02/05/2016 Coupon Rate: 10% Coupon Frequency: Semiannual Yield-to-Maturity: 12% Day Count Convention: 30/360 (European) Fixed-Income Analysis - Assignment Cihan Uzmanoglu, PhD, CFA 6. For the bond in question 5, find the modified duration using Excel. 1.0726 7. For the bond in question 5 , find the convexity for a 50 bps change in yield-to-maturity (i=0.5%). 5. Manually compute the modified duration for the following bond: Maturity Date: 04/20/2017 Settlement Date: 02/05/2016 Coupon Rate: 10% Coupon Frequency: Semiannual Yield-to-Maturity: 12% Day Count Convention: 30/360 (European) Fixed-Income Analysis - Assignment Cihan Uzmanoglu, PhD, CFA 6. For the bond in question 5, find the modified duration using Excel. 1.0726 7. For the bond in question 5 , find the convexity for a 50 bps change in yield-to-maturity (i=0.5%)