Question: Last two digits of my UIN are 28 Compute Effective Duration and Convexity 4. (8 points) You will do a parallel downward shift of the

Last two digits of my UIN are 28

Last two digits of my UIN are 28 Compute Effective Duration and

Compute Effective Duration and Convexity 4. (8 points) You will do a parallel downward shift of the yield curve by 10 bps, recalibrate the curve and reprice the bond using s*, then repeat the process shifting the yield curve up by 10 bps. What is the effective duration and convexity? Compute Effective Duration and Convexity 4. (8 points) You will do a parallel downward shift of the yield curve by 10 bps, recalibrate the curve and reprice the bond using s*, then repeat the process shifting the yield curve up by 10 bps. What is the effective duration and convexity

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