Calculate the Macaulay Duration ttime period C coupon Where nx M (1 9) Current Bond Price (1 y) y yield n number of periods M maturity value Period CF discount PV PVn Example 2 $1000 4 (or $40) 4 Price 3 Coupon rate (y) yrs to maturity (n) 6yrs maturity (M) 4 $1000 Sum 1000 current price 1000 Maca...

year Cash flow PVF4 Present value Pv year 1 40 0 ...

Calculate the Macaulay Duration ttime period C-coupon Where nx M (1+9) Current Bond Price (1+y) y...

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Investment Analysis and Portfolio Management

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Posted Date: Apr 18, 2022 02:52 AM

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Calculate the Macaulay Duration ttime period C-coupon Where nx M (1+9) Current Bond Price (1+y) y...

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