Question: Given the following 4% bond. Today's date:March 30 th , 2006 Maturity date:January 31 st , 2010 Next coupon payment date:January, 31 st , 2007

Given the following 4% bond.

Today's date:March 30th, 2006

Maturity date:January 31st, 2010

Next coupon payment date:January, 31st, 2007

Accrued Coupon ( millions):6356.16

Price:101.830

Compute Yield , Duration and the Modified Duration

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