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Calculate the convexity of a bond that has a $1,000 par value, pays a 3.25% coupon rate, sells for 986.679, and matures in 6 years.

Calculate the convexity of a bond that has a $1,000 par value, pays a 3.25% coupon rate, sells for 986.679, and matures in 6 years. Report your answer to two decimal places. You can assume annual payments.

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