Question: Duration: Calculate the requested measures for bands A and B (assume each bond pays intercu tem maually}: Coupon 89E 99E Yield-to-Maturity Maturity (in years) Par


Duration: Calculate the requested measures for bands A and B (assume each bond pays intercu tem maually}: Coupon 89E 99E Yield-to-Maturity Maturity (in years) Par 100 100 Price 100.000 104035 [a] Price value of a basis poim. (b) Macaulay durnice. fal Modified dunnka. [d) Calculate the actual price of the two bonds for a 10O basis point increase la interes miles. fel Using duration, estimate the price of the boads for a 100 basis point increase in interest rates
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