On may 15, 2000 the semi-annually compounded yield curve was as in Table 4.6. Calculate the convexity for the following securities:

1. 4-year zero coupon bond
2. 2 year coupon bond paying 5% semiannually
3. 2-year coupon bond paying 3% quarterly
4. 3 year floating rate bond with 20 basis point spread, paid semiannually
5. 4 year floating rate bond with 35 basis point spread, paid semiannually

maturity	yield	maturity	yield	maturity	yield
0.25	3.33%	2.75	3.86%	5.25	3.39%
0.5	3.49%	3	3.83%	5.5	3.31%
0.75	3.62%	3.25	3.80%	5.75	3.24%
1	3.71%	3.5	3.76%	6	3.15%
1.25	3.79%	3.75	3.72%	6.25	3.05%
1.5	3.84%	4	3.67%	6.5	2.94%
1.75	3.87%	4.25	3.62%	6.75	2.81%
2	3.88%	4.5	3.57%	7	2.67%
2.25	3.89%	4.75	3.51%	7.25	2.50%
2.5	3.88%	5	3.45%	7.5	2.31%