I already submitted the template for this project on 4/23. please refer to that template.

Now I am posting 5 questions consecutively. those all 5 question are combined 1 project but i am posting separately so you could answer all of 5 questions at your own choice. These all 5 questions will be solved in same template which I submitted on 4/23.

My UIN's last 2 digits are 28. so please solve all these 5 questions with 28. All the extra info which is not given in these 5 questions can be collected from that same template. I am just explaining few here.

In cell E1 of template you see the market price - $99.75. That's the price for the bond we observe in the market and OAS tells us how much extra spread we are earning when taking into account that the bond is callable. You use volatility to calibrate the one-step forward rates such that they are consistent with the zero coupon bond prices given in cells B-E row 6. Time horizon is 4 years (project is 7 years).

Compute Effective Duration and Convexity 4. (8 points) You will do a parallel downward shift of the yield curve by 10 bps, recalibrate the curve and reprice the bond using s*, then repeat the process shifting the yield curve up by 10 bps. What is the effective duration and convexity? Compute Effective Duration and Convexity 4. (8 points) You will do a parallel downward shift of the yield curve by 10 bps, recalibrate the curve and reprice the bond using s*, then repeat the process shifting the yield curve up by 10 bps. What is the effective duration and convexity