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Consider a 5 % semi - annual coupon bond with three years remaining to maturity, priced to yield 6 % . What is the modified

Consider a 5% semi-annual coupon bond with three years remaining to maturity, priced to yield 6%.
What is the modified duration?
What is the effective duration?
What is the convexity?
What is the expected change in price for a 50 bp change in yields?
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