Again using the Excel template, set the term structure to be flat at 5% with a 1% twist and 1% butterfly (leaving the second butterfly parameter at 2). On the "Second scenario" tab, set the coupon to be 4.0% Calculate and fill in the values for cells \$B19:\$D19. The 0.1% up and down moves are shifts of the whole term structure. What's the duration for this bond in this market environment? 1 Term Structure Again using the Excel template, set the term structure to be flat at 5% with a 1% twist and 1% butterfly (leaving the second butterfly parameter at 2). On the "Second scenario" tab, set the coupon to be 4.0% Calculate and fill in the values for cells \$B19:\$D19. The 0.1% up and down moves are shifts of the whole term structure. What's the duration for this bond in this market environment? 1 Term Structure