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Daily Close Price 143.979 Daily Close Yield 2.99626 Maturity Maturity Date 2.06.2041 Coupon Rate 5.88% 21.5 Provide a small table with all key characteristics of

Daily Close Price 143.979 Daily Close Yield 2.99626 Maturity Maturity Date 2.06.2041 Coupon Rate 5.88% 21.5 Provide a small table with all key characteristics of the bond. Calculate the Duration of this bond. What is the approximate change in the Bond prices if yields increase by 100 bps? Calculate the Convexity of this bond. What is the approximate change in the Bond price if yield increases by 100 basis points using the Duration & Convexity model (second order approximation)? Daily Close Price 143.979 Daily Close Yield 2.99626 Maturity Maturity Date 2.06.2041 Coupon Rate 5.88% 21.5 Provide a small table with all key characteristics of the bond. Calculate the Duration of this bond. What is the approximate change in the Bond prices if yields increase by 100 bps? Calculate the Convexity of this bond. What is the approximate change in the Bond price if yield increases by 100 basis points using the Duration & Convexity model (second order approximation)

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