1. A 4-year 12% coupon bond has a yield of 10%.a) What are its Macaulay Duration, Modified duration,

1. A 4-year 12% coupon bond has a yield of 10%.a) What are its Macaulay Duration, Modified duration, and convexity (I do not mean effective convexity)?b) What is the actual price change, Modified Duration predicted price change and Modified Duration + convexity predicted change in price for an increase of 50 basis point in the yield.Assume a flat term structure befoFIN 612- What are its Macaulay Duration, Modified duration, and convexityive convexity measure

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