Question: The Following Data is available for a Bond: Face Value Rs. 1000 Coupon 16% Annual Years to Maturity 6 Years Redemption Value Rs. 1000 Current

The Following Data is available for a Bond:

Face Value

Rs. 1000

Coupon

16% Annual

Years to Maturity

6 Years

Redemption Value

Rs. 1000

Current Market Price

Rs. 964.07

What are the YTM, Duration, and Volatility of this bond?

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