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Suppose you own a bond with a market value of $92,030. If interest rates fall by 1.4%, the bond will be worth $104,231.07. If rates

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Suppose you own a bond with a market value of $92,030. If interest rates fall by 1.4%, the bond will be worth $104,231.07. If rates rise by 1.4%, the bond will be worth $81,297.2. a. Calculate the BPV of the bond. b. Estimate the Modified Duration of the bond. c. Estimate the Convexity of the bond. Suppose you own a bond with a market value of $92,030. If interest rates fall by 1.4%, the bond will be worth $104,231.07. If rates rise by 1.4%, the bond will be worth $81,297.2. a. Calculate the BPV of the bond. b. Estimate the Modified Duration of the bond. c. Estimate the Convexity of the bond

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