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Find the duration and convexity of a zero coupon bond Z(t) = Z(T)e r(T t) where Z(t) is the price of the bond at time

Find the duration and convexity of a zero coupon bond Z(t) = Z(T)e r(T t) where Z(t) is the price of the bond at time t years and Z(T) is the principal value of the bond. Find the duration and convexity when r = 005T = 2 years and t = 05 years.

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