time-to- note 4 compute the convexity of a Treasury note with maturity T = 10 years. coupon rate c=115% and yied to maturity y-2.0% . is & 10000 Suppose the fate valce of no use the capproximate) convexity formolu and pick oy=0.04 . Suppose the machified duration of the Treasury hore is. 9.2118 what is the dollar price change of the Treasury note, when the yield increase from y = 2,0% - 4= 2.5%? * To cakalate the dollar price use modified. * -> duration and onvexity