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A B C D E F G 95 96 Question 5 (10 points) 97 Given the following data, calculate the Price, Duration and Convexity of

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A B C D E F G 95 96 Question 5 (10 points) 97 Given the following data, calculate the Price, Duration and Convexity of the Bond: 98 99 INPUT 100 Face Value 1,000 101 Coupon Rate 8.000% 102 Yield 9.250% 103 Remaining Years to Maturity 104 Redemption Price 100 105 Frequency 2 106 107 CALCULATIONS 108 109 Time until Maturity Payment PV % Payments Duration Factor Convexity Pit 110 Weight (Years) Years 1 Calc 111 IN 112 3 113 4 114 5 115 6 116 7 117 8 118 9 119 10 120 Total= 121 Price: Duration= Convexity= 122 123

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