. Suppose there is a bond with a 14% yield, 2.5% coupon rate, $1,000 face value, and 1.5 year maturity. Compute the duration, convexity measure, duration-implied prices, and duration-and-convexity implied prices or this bond. (30 points.) (Note: I recommend calculating the true duration and convexity, then using numerical derivatives to doublecheck that your duration and convexity estimates are correct.)