Find the convexity of a seven-year maturity, 6.4% coupon bond selling at a yield to maturity of 8.0%. The bond pays its coupons annually. (Do not round intermediate calculations. Round your answer to 4 decimal places.)

Convexity

A nine-year bond has a yield of 10% and a duration of 7.207 years. If the bond's yield increases by 40 basis points, what is the percentage change in the bond's price as predicted by the duration formula? (Input the value as a positive value. Do not round intermediate calculations. Round your answer to 2 decimal places.)

The bond's price (Click to select)increased bydecreased by %.

Find the duration of a 6% coupon bond making annual coupon payments if it has three years until maturity and a yield to maturity of 6.5%. What is the duration if the yield to maturity is 10.5%? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

YTM	Duration
6.5% YTM
10.5% YTM

You have a 25-year maturity, 9.2% coupon, 9.2% yield bond with a duration of 10 years and a convexity of 134.7. If the interest rate were to fall 117 basis points, your predicted new price for the bond (including convexity) is _________.

$1,116.30

$1,107.10

$1,091.58

$1,097.88