Calculate the convexity of the Bond portfolio Bond Maturity Coupon YTM Bonds owned Bond_A 5 year
Posted: Mon Nov 15, 2021 5:10 pm
Calculate the convexity of the Bond
portfolio
Bond
Maturity Coupon
YTM Bonds owned
Bond_A 5
years 9.7
13.6
3
Bond_B 9
years
12.1 14.5
2
Bond_C 7
years
11.0
14.8
5
portfolio
Bond
Maturity Coupon
YTM Bonds owned
Bond_A 5
years 9.7
13.6
3
Bond_B 9
years
12.1 14.5
2
Bond_C 7
years
11.0
14.8
5