Consider $3-$year $6\%$ bond with the par of $$100$ and semi$-$

annual coupon payments. The YTM of the bond is $8\%.$

What is the annualized convexity measure of this bond?

$8\mathrm{.}78$

$70\mathrm{.}22$

$17\mathrm{.}55$

$35\mathrm{.}11$