Question: (3) Use a 1 bps shock to compute duration and convexity (using approximating measures for duration and convexity, respectively) for the following bond as of

(3) Use a 1 bps shock to compute duration and convexity (using approximating measures for duration and convexity, respectively) for the following bond as of the origination date. Origination Date Maturity Date Par Value 12/31/2021 12/31/2023 $100 Annual Coupon Rate 2.00% Quarterly Payment frequency Assume the applicable zero rates for this bond are the following on 12/31/2021 Date Zero rate 12/31/2021 3/31/2022 0.18% 6/30/2022 0.42% 9/30/2022 0.64% 12/31/2022 0.84% 3/31/2023 1.06% 6/30/2023 1.24% 9/30/2023 1.35% 12/31/2023 1.42%

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