Question: Hi, Can someone please help me with the question below? I have calculated and confirmed that the duration is 4.29 and the price of the

Hi,

Can someone please help me with the question below? I have calculated and confirmed that the duration is 4.29 and the price of the bond is $767.71, but am not sure how to calculate the convexity.

A bond with a face value of $1,000 pays 6% annual coupon on a semiannual basis. The maturity is 5 years. The Yield to Maturity is 12%. What's the duration of this Bond? What is the convexity of the bond?

Thank you

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