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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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