Question
What is the convexity of a 10 year bond with a coupon of 1.60% and a yield of 1.40%? (SEMI-ANNUAL) I SOLVED THIS PART- THE
What is the convexity of a 10 year bond with a coupon of 1.60% and a yield of 1.40%? (SEMI-ANNUAL)
I SOLVED THIS PART- THE ANSWER IS CONVEXITY IS. 93.78.
You were asked to calculate the convexity of a 10 year bond that has a coupon of 1.60% and a YTM of 1.40%. You could have typed the numbers into the duration calculator rather than actually multiplying the pvs by time and t+1. To ensure you did the work, please answer this question: For the 11th coupon, what s the present value times t times t+1? (The answer uses semi annual time periods.) this is all that is given to me.
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