Derive dollar convexity measure (Eqn. 4.21) from the price equation (Eqn. 4.1).

"t(t+1)C n(n + 1)M 2 (1 + y){+2 + (1 + y)"+2 (4.21) dy? M (4.1) C C + 1 + y (1 + y)2 (1 + y)2 + (1 + y)" (1 + y)" where P = price of the bond C = semiannual coupon interest (in dollars) y = one-half the yield to maturity or required yield n = number of semiannual periods (number of years X 2) M = maturity value in dollars)