Calculate the convexity, Calculate the convexity of the

Calculate the convexity

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Reference no: EM13754417

Calculate the convexity of the following portfolio.

i. 1 unit of a 2-year fixed coupon bond paying 10% coupon quarterly.

ii. 1 unit of a 2-year fixed coupon bond paying 1% coupon semiannually.

iii. 1 unit of a 2-year zero coupon bond.

Reference no: EM13754417

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