Question: Consider a bond P with 2 year maturity, face value 100, coupon annually paid equal to 4.96%, and yield to maturity 7.39%. Compute dollar convexity.
Consider a bond P with 2 year maturity, face value 100, coupon annually paid equal to 4.96%, and yield to maturity 7.39%. Compute dollar convexity. Answer with the correct sign and 2 decimal digits accuracy.
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