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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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