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

image text in transcribed Find the duration and convexity of a zero coupon bond Z(t)=Z(T)er(Tt) 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=0.05,T=2 years and t=0.5 years

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