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Bond Maturity Coupon YTM Bond owned A 5 years 9.7 13.6 3 B 9 years 12.1 14.5 2 C 7 years 11 14.8 5 You

Bond	Maturity	Coupon	YTM	Bond owned
A	5 years	9.7	13.6	3
B	9 years	12.1	14.5	2
C	7 years	11	14.8	5

You have been presented with a portfolio of three bonds. Calculate the convexity of the bond portfolio.

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