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On May 1 5 , 2 0 2 2 , the price of the 6 . 7 5 s of May 1 5 , 2
On May the price of the s of May was Using centraidifferencing scheme with to calculate DV duration and convexity.
a First, compute yield.
b Compute DV;
c compute duration; and
d compute convexity.
e For a yield change of basis points, estimate price using duration and convexity; and compare with actual change.
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