Question: find duration and convexity please. will upvote!! Price Volatility I: Given a $100 par value bond with a coupon rate of 4% paying semiannually, a

find duration and convexity please. will upvote!!

Price Volatility I: Given a $100 par value bond with a coupon rate of 4% paying semiannually, a term to maturity of 4 years, and an initial yield of 6%. Question 1 (10 points) The approximate duration using the shortcut formula by changing yields by 10 basis points is closest to: 3.61562.00254.3368 Question 2 (10 points) What is the approximate convexity using the shortcut formula by changing yields by 10 basis points? (Hint: show your formula and calculations)

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