Question: 9. For a T-year zero-coupon bond with continuously compounded yield y, compute a. Its modified duration, 1/Px dP/dy b. Its convexity, d'P/dy c. The

9. For a T-year zero-coupon bond with continuously compounded yield y, compute a. Its modified duration, 1/Px

9. For a T-year zero-coupon bond with continuously compounded yield y, compute a. Its modified duration, 1/Px dP/dy b. Its convexity, d'P/dy c. The price, modified duration, and convexity of a 5-year zero-coupon bond with continuously compounded yield of 5%.

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