commercial banking

Moving to another question will save this response Question 11 A. 4 Match the statements in first column with the second column. The duration of a zero-coupon bond having maturity 4 years Modified duration of a zero-coupon bond having maturity 4 years B. Less than Macaulay's duration of 4 years zero-coupon bond 9 Macaulay's duration of a zero-coupon bond having maturity 4 years and a positive C. Less than 4 discount rate D. Macaulay's duration Modified duration of bond with Macaulay's duration of 4 and zero discount rate E. Duration of a zero-coupon bond having maturity 3 years Duration of a bond with 75% bond price increase when interest rate decreases from 4% to 3% Moving to another question will save this response. Mr. Waleed investmenta details is as followings: Date of Investment Amount of investment 1-Jan-2000 (Today) $500 1-Jan-2002 $306 1-Jan-2004 $800 How much will his investment be worth in on 1-Jan-2006, assuming a 5% annual compound return? A Moving to another question will save this response