## finance-.Using the following data on the price of a bond and the corresponding interest rate

## finance-.Using the following data on the price of a bond and the corresponding interest rate

D.Using the following

data on the price of a bond and the corresponding interest rate (assuming a

flat term structure) and regression method, estimate convexity and duration of

the bond:

Price

Interest Rate

$99 .06

100 .057

101.5

.052

102

.049

105

.044

106.5

.038

108

.033

108.5

.031

110.1 .028

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42.

What is the estimated value of Duration?

43. What is the

estimated value of Convexity?

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