Consider the following asset and liability payments:

1. Liability: payments of $1100 at the end of year-1, $1300 at the end of year-2, $1500 at the end of year-3.

2. Assets: a payment at time 0 and another payment at the end of year-4.

Suppose asset and liability have the same present value and modified duration at an annual effective interest rate of 4%,

please calculate the modified convexity of the asset payments.

Can anyone help me with this calculation? I am not sure what's the true answer, I got the number 9.6?