Question: 3. Compute the PVBP, McCauley's Duration and Modified Duration for the following bonds. Settlement date is September 29, 2017. Explain why the duration differs (if

3. Compute the PVBP, McCauley's Duration and Modified Duration for the

3. Compute the PVBP, McCauley's Duration and Modified Duration for the following bonds. Settlement date is September 29, 2017. Explain why the duration differs (if any) for bonds with the same maturity date. Rubric: PVBP: 4 points. (If you do + or 0.5bp is ok) Duration: 7 points Modified Duration: 7 points Explanation: 2 points No partial credit

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