Question: 6. Consider a 3-year % semiannual coupon bond. The YTM of this bond is 6%. Compute the follouing a) Macaulay Duration use Mac Duration

6. Consider a 3-year % semiannual coupon bond. The YTM of this bond is 6%. Compute the follouing a) Macaulay Duration use Mac Duration b) Modified Duration c) Effective duration (assume a BP change of Yield) d) Convexity Factor (use C e) Effective Convexity Factor (assume a BP change of Yield)

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