Chapter 4: Bond price volatility Q3. Calculate the requested measures in parts (a) through (f) for bonds A (assume that each bond pays interest semiannually): Bond A Coupon 8% Yield to maturity 8% Maturity (years) 2 Par $100.00 Price $100.00 (d) The approximate duration by changing yields by +/-10 basis points (e) Convexity measure (f) The approximate convexity measure by changing yields by +/-10 basis points approximation method on ppt #31-32, LN3). Compare your answers with Q3e