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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 15,2022, the price of the 6.75 s of May 15,2026, was 106-2111. Using centrai]differencing scheme with y=10bps to calculate DV01, duration and convexity.
a.(4) First, compute yield.
b.(4) Compute DV01;
c.(4) compute duration; and
d.(4) compute convexity.
e.(4) For a yield change of 25 basis points, estimate price using duration and convexity; and compare with actual change.
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