In the spreadsheet below, create a Data Table in which the duration is computed as a function

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In the spreadsheet below, create a Data Table in which the duration is computed as a function of the coupon rate (coupon = 0%, 1%, ? , 11%). Comment on the relation between the coupon rate and the duration.

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Financial Modeling

ISBN: 9780262027281

4th Edition

Authors: Simon Benninga

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