Question: 1 . ( NO EXCEL by hand ) Suppose a bond has 8 % coupon, 8 % YTM , and 2 years to maturity and

1.(NO EXCEL by hand) Suppose a bond has 8% coupon, 8% YTM, and 2 years to maturity and $100 par (assume semiannual interest payments) a.Price Value of a Basis Point b. MacCaulay Duration c.Modified Duration d. Approximate Duration using shortcut formula by changing yields 20 bps e.Convexity f.Approximate Convexity using shortcut formula by changing yields 20 bps

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