Find the duration modified duration and convexity of the


Details of a semiannual bond:

Par value = 1000

Maturity = 4 years

Yield to Maturity = 11% per annum

Coupon Rate = 8% per year paid semiannually

Find the duration, modified duration, and convexity of the bond.

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Financial Management: Find the duration modified duration and convexity of the
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