Question: Consider a bond P with 2 year maturity, face value 1 0 0 , coupon annually paid equal to 6 . 3 5 % ,

Consider a bond P with 2 year maturity, face value 100, coupon annually paid equal to 6.35%, and yield to maturity 5.29%. Compute dollar convexity. Answer with the correct sign and 2 decimal digits accuracy.

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