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There is a semi-annual 5% coupon bond with 5% yield to maturity (continuously compounding yield) maturing in 2 years. Compute 1) the price of this

There is a semi-annual 5% coupon bond with 5% yield to maturity (continuously compounding yield) maturing in 2 years. Compute

1) the price of this bond

2) durattion

3) convexity.

Please show manual work and formulas, thanks.

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