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BGP is obligated by a final judicial decision to pay Recv Corp $50M in 2 years. Given a prevailing rate of r=6% (BEY), what is

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BGP is obligated by a final judicial decision to pay Recv Corp $50M in 2 years. Given a prevailing rate of r=6% (BEY), what is the modified convexity (with respect to semi-annually compounded rates) of Recv due to this decision? BGP is obligated by a final judicial decision to pay Recv Corp $50M in 2 years. Given a prevailing rate of r=6% (BEY), what is the modified convexity (with respect to semi-annually compounded rates) of Recv due to this decision

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