Question: BBB bond has a 1000 face value, 12% coupon rate paid semiannually, 8% YTM, and 18 months to maturity. Compute the bond convexity if YTM

BBB bond has a 1000 face value, 12% coupon rate paid semiannually, 8% YTM, and 18 months to maturity.

Compute the bond convexity if YTM moves uo and down by 108bp?

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