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

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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