A coupon bond pays out 2% every year on a principal of $100. The bond matures in

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A coupon bond pays out 2% every year on a principal of $100. The bond matures in six years and has a market value of $92. Calculate the yield to maturity, duration and convexity for the bond.

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Introduces Quantitative Finance

ISBN: 978-0470319581

2nd edition

Authors: Paul Wilmott

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Question Posted: Sep 23, 2020 05:58 AM

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A coupon bond pays out 2% every year on a principal of $100. The bond matures in

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