Question 1: Calculate the effective duration of a bond to a 100 basis point change in interest rates with a 6-1/4 coupon, 10-years remaining to maturity, and an asking quote of 110.7811 (decimal, not 32nds).
Question 2: Calculate the effective convexity to a 100 basis point change of the bond in Question above.
Question 3: Calculate the total percentage price change (duration and convexity) to a 65 basis point decrease in interest rates for the bond in questions above.