Consider a 10-year maturity floater whose coupons reset every 3 month (i.e., a quarterly coupon-paying floater). Current 3-, 6-, 9-, and 12-month yields are 1%, 1.2%, 1.2%, and 1.3%, respectively.

a) (5 points) What is the duration of this floater?

b) (5 points) What is the convexity of this floater?