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Maturity Yld 5 1.50% 10 1.75% 20 2.25% Q2a. calculate duration and convexity, dollar duration and dollar convexity for all three Q2b. how to hedge

Maturity Yld 5 1.50% 10 1.75% 20 2.25%

Q2a. calculate duration and convexity, dollar duration and dollar convexity for all three

Q2b. how to hedge the duration risk of a 100M position in 10Y with 5Y and with 20Y respectively?

Q2c. What is the total convexity for the 10Y long with 5Y hedge and with 20Y hedge respectively?

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