An investor wants to select between the following two honds. Calculate tne rrice, Macaulay's Duration and Convexity of the two bonds. Estimate the change in the prices of the two bonds when the yield increases by 100 basis points and 500 basis points using Duration based approximation and Convexity adjusted approximation. An investor wants to select between the following two honds. Calculate tne rrice, Macaulay's Duration and Convexity of the two bonds. Estimate the change in the prices of the two bonds when the yield increases by 100 basis points and 500 basis points using Duration based approximation and Convexity adjusted approximation