Advantages and Risks of Zero-Coupon Treasury Bonds
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Convexity in Bonds: Definition and Examples
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How to Calculate Yield to Maturity of a Zero-Coupon Bond
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A 12.75-year maturity zero-coupon bond selling at a yield to maturity of 8 % (effective annual yield) has convexity of 150.3 and modified duration of 11.81 years. A 30-year maturity 6 % coupon bond making annual coupon payments also selling at a yield to maturity of 8 % has nearly identical modified duration-11.79 years - but considerably higher convexity of 231.2. a. Suppose the yield to maturity on both bonds increases to 9 %. i. What will be the actual percentage capital loss on each bond? ii
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