Using the information below, which bond has the greatest money duration per 100 of par value assuming annual coupon payments and no accrued interest A Bond A B Bond B C Bond C Bond A B C Time to Maturity 6 years 10 years 9 years Price Per 100 of Par Value 85 00 80 00 85 78 Coupon Rate 2 00 2 40 3 0...

To calculate the money duration per 100 of par value we can u ...

Using the information below, which bond has the greatest money duration per 100 of par value assuming

Question:

Using the information below, which bond has the greatest money duration per 100 of par value assuming annual coupon payments and no accrued interest? Bond A B C Time-to- Maturity 6 years 10 years 9 years Price Per 100 of Par Value 85.00 80.00 85.78 Coupon