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Consider a bond with the following features and a hypothetical settlement date of 10 October...

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Consider a bond with the following features and a hypothetical settlement date of 10 October 2019. Annual Coupon 5% Coupon Payment Frequency Semiannual Interest Payment Dates 30 December and 30 June Maturity Date 30 December 2020 Day-Count Convention 30/360 Annual Yield-to-Maturity 6% What is the bond's approximate convexity assuming a 10 bp change in its annual yield-to-maturity? Round to three decimal places

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