Question: Question 5 1 pts Consider a 2-year treasury with 5% yield to maturity. The price of this note represents the discounted value of all its
Question 5 1 pts Consider a 2-year treasury with 5% yield to maturity. The price of this note represents the discounted value of all its future cash flows. Suppose 1.2% of this price comes from the 1st coupon, 1.1% comes from the 2nd coupon, and 1% comes from the 3rd coupon. What is the convexity of the
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