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On May 15, 2000 the semi-annually compounded yield curve was as above. Calculate the convexity for the following securities: (a) 4-year zero coupon bond (b)

On May 15, 2000 the semi-annually compounded yield curve was as above. Calculate the convexity for the following securities: (a) 4-year zero coupon bond (b) 2 1/4-year coupon bond paying 6% semiannua...

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