A bond has 11 years left to maturity, pays coupons semiannually, is priced at 109 2 per $100 of par value, and has a modified duration of 7 07 What is the bond 's money duration ...

The money duration of a bond is calculated by multiplying the mod ...

A bond has 11 years left to maturity, pays coupons semiannually, is priced at 109.2 per $100

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A bond has 11 years left to maturity, pays coupons semiannually, is priced at 109.2 per $100 of par value, and has a modified duration of 7.07. What is the bond's money duration?

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Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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Posted Date: Feb 28, 2024 12:13 AM

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A bond has 11 years left to maturity, pays coupons semiannually, is priced at 109.2 per $100

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The money duration of a bond is calculated by multiplying the mod... View the full answer

Fixed Income Analysis

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