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What is the approximate convexity for a 6% (semi-annual) coupon 20-year option-free bond selling at 100 to yield 6% using an interest rate shock of

What is the approximate convexity for a 6% (semi-annual) coupon 20-year option-free bond selling at 100 to yield 6% using an interest rate shock of 10 basis points?

Group of answer choices

140.0 < convexity 160.0

160.0 < convexity 180.0

180.0 < convexity 200.0

200.0 < convexity 220.0

None of the above

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