For this question, add a 0.5% twist to the flat 4% curve. On the Duration-Complete tab, set the coupon to be 3.5% Again, calculate and fill in the values for cells \$B19:\$D19. The 0.1\% up and down moves are shifts of the whole term structure, including the twist. Cells \$B19:\$D19 are prices under the different scenarios, but we're interested in the duration and convexity - derivatives of continuous functions. Copy and paste the full value (all decimal places) when you fill in these cells - do not just type in a few decimal places. What's the convexity for this bond in this market environment