Please use present value and convexity formula 10^8 * (capital loss + capital gain) divided by original pirce at YTM

36. Estimate the convexity for each of the following three bonds, all of which trade at a yield to maturity of 8 percent and have face values of $1,000. A 7-year, zero-coupon bond. A 7-year, 10 percent annual coupon bond. A 10-year, 10 percent annual coupon bond that has a duration value of 6.994 years (i.e., approximately 7 years). Rank the bonds in terms of convexity and express the convexity relationship between zeros and coupon bonds in terms of maturity and duration equivalencies. 36. Estimate the convexity for each of the following three bonds, all of which trade at a yield to maturity of 8 percent and have face values of $1,000. A 7-year, zero-coupon bond. A 7-year, 10 percent annual coupon bond. A 10-year, 10 percent annual coupon bond that has a duration value of 6.994 years (i.e., approximately 7 years). Rank the bonds in terms of convexity and express the convexity relationship between zeros and coupon bonds in terms of maturity and duration equivalencies