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Calculate the convexity of the Bond portfolio Bond Maturity Coupon YTM Bonds owned Bond_A 5 years 9.7 13.6 3 Bond_B 9 years 12.1 14.5 2

Calculate the convexity of the Bond portfolio

Bond Maturity Coupon YTM Bonds owned

Bond_A 5 years 9.7 13.6 3

Bond_B 9 years 12.1 14.5 2

Bond_C 7 years 11.0 14.8 5

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