Calculate the convexity of the following portfolioi 1
Calculate the convexity of the following portfolio.
i. 1 unit of a 2-year fixed coupon bond paying 10% coupon quarterly.
ii. 1 unit of a 2-year fixed coupon bond paying 1% coupon semiannually.
iii. 1 unit of a 2-year zero coupon bond.
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calculate the convexity of the following portfolioinbsp 1 unit of a 2-year fixed coupon bond paying 10 coupon
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