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Compute the duration and convexity of a 10-year Treasury bond, with coupon 3% and price 102-13. Note: 1. Treasuries are semiannual. 2. The price quote

Compute the duration and convexity of a 10-year Treasury bond, with coupon 3% and price 102-13.

Note:

1. Treasuries are semiannual.

2. The price quote aaa-bb means aaa+b/32 dollars.

3. Treasuries are non-callable bonds

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