On May 15, 2000 the semi-annually compounded yield curve was as in Table 4.6. Calculate the convexity for the following securities:
(a) 4-year zero coupon bond
(b) 2 1/4-year coupon bond paying 5% semiannually
(c) 2-year coupon bond paying 3% quarterly
(d) 3 1/2-year floating rate bond with 20 basis point spread, paid semiannually
(e) 4 1/4-year floating rate bond with 35 basis point spread, paid semiannually