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Calculate the convexity of 4.75-year semi-annual coupon bond paying 6.9% coupon. semi-annual floating rate bond with 2.25 years to maturity. t Z 0.25 0.99913 0.50

Calculate the convexity of

  • 4.75-year semi-annual coupon bond paying 6.9% coupon.
  • semi-annual floating rate bond with 2.25 years to maturity.
t Z
0.25 0.99913
0.50 0.99753
0.75 0.99520
1.00 0.99392
1.25 0.99030
1.50 0.99064
1.75 0.98085
2.00 0.97445
2.25 0.96789
2.50 0.97232
2.75 0.94804
3.00 0.94387
3.25 0.94374
3.50 0.94335
3.75 0.94288
4.00 0.94233
4.25 0.94178
4.50 0.94121
4.75 0.94052
5.00

0.93927

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