If the one- and two-year spot rates are 6% and 7%, what is the duration of a

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If the one- and two-year spot rates are 6% and 7%, what is the duration of a two-year coupon bond with 6% coupon rate that is trading at $98.19? The bond makes annual payments and has a face value of $100.

Posted Date: May 18, 2024 09:00 AM

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If the one- and two-year spot rates are 6% and 7%, what is the duration of a

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