where did -.55606169 and .55643682 come from?

36. Estimate the convexity for each of the following three bonds, all of which trade at a yield to maturity of 8 percent and have face values of $1,000. a) pun io) (n) caumd. A 7-year, zero-coupon bond. A 7 year, 10 percent annual coupon bond. A 10-year, 10 percent annual coupon bond that has a duration value of 6.994 years (i.e, approximately 7 years). Rank the bonds in terms of convexity and express the convexity relationship between zeros and coupon bonds in terms of maturity and duration equivalencies. ap Divi AMarket Value AMarket Value at 8.01 at 7.99 percent percent 7-year zero 7-year coupon 10-year coupon -0.37804819 0.37832833 -0.55606169 0.55643682 0.73186329 -0.73121585 36. Estimate the convexity for each of the following three bonds, all of which trade at a yield to maturity of 8 percent and have face values of $1,000. a) pun io) (n) caumd. A 7-year, zero-coupon bond. A 7 year, 10 percent annual coupon bond. A 10-year, 10 percent annual coupon bond that has a duration value of 6.994 years (i.e, approximately 7 years). Rank the bonds in terms of convexity and express the convexity relationship between zeros and coupon bonds in terms of maturity and duration equivalencies. ap Divi AMarket Value AMarket Value at 8.01 at 7.99 percent percent 7-year zero 7-year coupon 10-year coupon -0.37804819 0.37832833 -0.55606169 0.55643682 0.73186329 -0.73121585