Question: Consider a bond with 2 year to maturity, 6 % coupon rate, face value of $ 1 0 0 0 , and 8 % YTM

Consider a bond with 2 year to maturity, 6% coupon rate, face value of $1000, and 8% YTM.
Assume the bond pays coupon twice a year, please calculate the (1) Macaulay Duration, (2)
Modified Duration, and (3) convexity. (15pt
solve and show work )
Consider a bond with 2 year to maturity, 6% coupon rate,

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