Question: 1. Calculate the requested measures for bonds A & B below (assume that each bond pays interest semiannually). A B Coupon 8% 9% Yield to
1. Calculate the requested measures for bonds A & B below (assume that each bond pays interest semiannually).
| A | B | |
| Coupon | 8% | 9% |
| Yield to maturity | 8% | 8% |
| Maturity | 2 | 5 |
| Par | $100.00 | 100.00 |
| Price | $100.00 | $104.06 |
A. Macaulay Duration B. Modified Duration C. Price value of a basis point
(Please use Excel and show work/formulas! Thanks!!)
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