Use the information below to answer questions
28 to 30. Bond C is a 2-year semi-annual bond
with a par value of R1000. It has a yield to
maturity of 14% and a coupon rate of 10%. Bond
C has a convexity of 19.303. Calculate the
convexity effect of Bond C, if the yield to
maturity changes by 1%.
Select one:
O a. 0.24%
O b. 0.14%
O c. 0.19%
O d. 0.16%
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