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Find the dollar convexity of a 2 year to maturity coupon paying bond. The coupon rate is 10%, paid semi-annually. The term structure is given

Find the dollar convexity of a 2 year to maturity coupon paying bond. The coupon rate is 10%, paid semi-annually. The term structure is given below. You need to use the yield to maturity of the bond.

T. r(0.T)

0.5 , 2%

1 , 3.5%

1.5 , 4.5%

2 , 5%

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