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A bond is currently trading for 96.9277 per 100 of par value. If the bond's yield-to-maturity(YTM) rises by 10 basis points, the bond's full price

A bond is currently trading for 96.9277 per 100 of par value. If the bond's yield-to-maturity(YTM) rises by 10 basis points, the bond's full price is expected to fall to 96.3290. If the bond's YTM decreases by 10 basis points, the bond's full price is expected to increase to 97.5316. What is the bond's approximate convexity?

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