Question: Using the Excel template, set the term structure to be flat at 5%. On the First scenario tab, set the coupon to be 4% Calculate

Using the Excel template, set the term structure to be flat at 5%. On the "First scenario" tab, set the coupon to be 4% Calculate and fill in the values for cells $B19:$D19. The 0.1% up and down moves are shifts of the whole term structure. What's the duration for this bond in this market environment? What is the Convexity?
Using the Excel template, set the term structure to be flat

Using the Excel template, set the term structure to be flat at 5%. On the "First scenario" tab, set the coupon to be 4% Calculate and fill in the values for cells $B19:$D19. The 0.1% up and down moves are shifts of the whole term structure. What's the duration for this bond in this market environment? Using the Excel template, set the term structure to be flat at 5%. On the "First scenario" tab, set the coupon to be 4% Calculate and fill in the values for cells $B19:$D19. The 0.1% up and down moves are shifts of the whole term structure. What's the duration for this bond in this market environment

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