Question 10 (10 points) Assume a bond has 5% coupon rate, paid semi-annually. The bond still has 4.5 years left to maturity. The original YTM is 6%. The bond's duration is 3.957 and the bond's convexity is 18.729. Using both the duration and convexity corrections, what is the percentage price change of the bond if the interest rate changes by-0.25%? 1) +0.9951% 2) +0.98340% 3) -0.9951% 4) -0.98340% Save Page 10 of 20 e Page Next Page