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Given PV(0) = 1000, PV(-) = 1003.64, PV(+) = 996.38 and dy (change in yield) = 20 basis points, the approximate convexity for this bond

Given PV(0) = 1000, PV(-) = 1003.64, PV(+) = 996.38 and dy (change in yield) = 20 basis points, the approximate convexity for this bond is _____. Group of answer choices 1.0025 5.0000 2.5000 ...

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