Given the following data, calculate the Price, Duration and Convexity of the Bond: Face Value =...

Given the following data, calculate the Price, Duration and Convexity of the Bond:

Face Value =		1,000
Coupon Rate=		8.000%
Discount Rate=		11.500%
Remaining Years to Maturity=		3
Redemption Price =		100
Redemption=		2

CALCULATIONS
Time until	Payment	PV of Pmt	%	Duration	PV	Factor years	Convexity
Payments			Weight	(Years)	of (CF)		Calc
1
2
3
4
5
6
						Total=
	Price=		Duration=			Convexity=

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