Question: specific steps and formula plz!!! 3. Assume that the term structure of the interest rates is flat at the continuously compounded rate of 4.5% Consider

specific steps and formula plz!!!

specific steps and formula plz!!! 3. Assume that the term structure of

3. Assume that the term structure of the interest rates is flat at the continuously compounded rate of 4.5% Consider a 5% annual coupon bond, which matures in 4 years a. Compute the duration b. Compute the convexity for this bond c. If the market yield rises from 4.5% to 6.2%. How would the bond price rise or fall

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