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You are given the following information about the 10yr UST benchmark bond. Coupons are paid semi-annually. Tenor Coupon (%) Yield (%) 10 Year 2.25 1.81
You are given the following information about the 10yr UST benchmark bond.
Coupons are paid semi-annually.
Tenor | Coupon (%) | Yield (%) |
10 Year | 2.25 | 1.81 |
Calculate the convexity of the 10yr bond by changing yields by 20bps.
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