问题如下：
A three-year bond with a face value of USD 100 pays coupons annually at the rate of 10% per year. Its yield is 7% with annual compounding. What are (a) the Macaulay duration, (b) the convexity, (c) the modified duration, and (d) the modified convexity?
选项：
解释：
The Macaulay duration is 2.7458, the convexity is 7.9021,
and the modified duration is
2.7458 / 1.07 = 2.5661
The modified convexity is
7.9021/1.072 = 6.9020
convexity 得出的结果是9.287
想问下是否按照yield +/- 1%对应的V(-)和V(+), 然后套convexity 公式？change of yield = 1%?
