Question: 6) Consider a hypothetical security that pays a continuous dividend over time according to D(t) = Do(1+t). Assuming a (constant) CC rate of interest, r,

6) Consider a hypothetical security that pays a continuous dividend over time according to D(t) = Do(1+t). Assuming a (constant) CC rate of interest, r, write a SIMPLIFIED expression for the present value and the duration of this security.

If r = 10% what maturity ZC bond matches the duration?

6) (10 pts) Consider a hypothetical security that pays a continuous dividend over time according to D(t) = Do(1+1). Assuming a constant) CC rate of interest, T, write a SIMPLIFIED expression for the present value and the duration of this security. If r= 10% what maturity ZC bond matches the duration? 6) (10 pts) Consider a hypothetical security that pays a continuous dividend over time according to D(t) = Do(1+1). Assuming a constant) CC rate of interest, T, write a SIMPLIFIED expression for the present value and the duration of this security. If r= 10% what maturity ZC bond matches the duration

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