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: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
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:
