Chartered Financial Analyst Level 1
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An analyst observes the following information about a bond:
Yield to Maturity Full Price 1.35% 97.5 1.50% 97.0 1.65% 96.8 1.35% 97.5
If the initial price of the bond is 97.0, the approximate convexity is closest to:
An analyst observes the following information about a bond:
| Yield to Maturity | Full Price |
|---|---|
| 1.35% | 97.5 |
| 1.50% | 97.0 |
| 1.65% | 96.8 |
| 1.35% | 97.5 |
If the initial price of the bond is 97.0, the approximate convexity is closest to:
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