Question: 1. In the spreadsheet below, create a Data Table in which the duration is computed as a function of the coupon rate (coupon = 0%,

1. 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. A B CHANGING THE COUPON RATE 1 Effect on Duration 2 Current date 21-May-07 3 Maturity, in years 21 4 Maturity date 21-May-27 5 YTM 15% 6 Coupon 4% 7 Face value 1,000 8 9 Duration 9.03982

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