a) What are the Macaulay's and Modified durations for a 7 annual bond with three years to maturity YTM is 8 b) Suppose the yield on the bond in part b) suddenly increase by 2 Use duration obtained in b) to estimate the new price of the bond Par value of the bond is $100 a) What are the Macaulay's ...

Answer a Macaulays and Modified Durations Given Coupon rate C 7 annually Maturity n 3 years Yield to ...

a) What are the Macaulay's and Modified durations for a 7% annual bond with three years...

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a) What are the Macaulay's and Modified durations for a 7% annual bond with three years...

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