Question: Same setup as #23. What is the convexity? 1 Term Structure Again using the Excel template, set the term structure to be flat at 5%

$Same setup as \#23. What is the convexity? 1 Term Structure$

at 5% with a 1% twist and 1% butterfly (leaving the second

butterfly parameter at 2). On the "Second scenario" tab, set the coupon

$to be 4.0% Calculate and fill in the values for cells \$B19:\$D$

Same setup as \#23. What is the convexity? 1 Term Structure Again using the Excel template, set the term structure to be flat at 5% with a 1% twist and 1% butterfly (leaving the second butterfly parameter at 2). On the "Second scenario" tab, set the coupon to be 4.0% Calculate and fill in the values for cells \$B19:\$D 19. The 0.1% up and down moves are shifts of the whole term structure. Same setup as \#23. What is the convexity? 1 Term Structure Again using the Excel template, set the term structure to be flat at 5% with a 1% twist and 1% butterfly (leaving the second butterfly parameter at 2). On the "Second scenario" tab, set the coupon to be 4.0% Calculate and fill in the values for cells \$B19:\$D 19. The 0.1% up and down moves are shifts of the whole term structure

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