9, (10 points) You are holding a 2 year 10 (annualized) coupon bond with face value $1,000 now The interest rate now is 5 (semi annual) However, the interest rate increases to 5 5 (semi annual) tomorrow What is the Macaulay Duration now What is the Modified Duration now When the interest rate (sem...

To calculate the Macaulay Duration and Modified Duration well use the following formulas Macaulay Du ...

9, (10 points) You are holding a 2-year 10% (annualized) coupon bond with face value $1,000...

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Fundamentals of Investment Management

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9, (10 points) You are holding a 2-year 10% (annualized) coupon bond with face value $1,000...

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Fundamentals of Investment Management

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