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(c) (5 points) If the convexity of a zero-coupon bond with a duration of 5 years and par value of $1,000 and YTM of 10%

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(c) (5 points) If the convexity of a zero-coupon bond with a duration of 5 years and par value of $1,000 and YTM of 10% is 24.793, estimate the new price of the zero-coupon bond in part c if YTM decreases by 5% using the bond's duration and convexity. What is the difference between your estimated price and the actual new price

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