Question: TREASURY NOTE/BOND Term to Maturity COUPON RATE (%) YIELD to MATURITY MARKET PRICE (as a % of Face Value) MODIFIED DURATION Basis Point Value (BPV)

TREASURY NOTE/BOND Term to Maturity COUPON RATE (%) YIELD to MATURITY MARKET PRICE (as a % of Face Value) MODIFIED DURATION Basis Point Value (BPV) or DV01 per $1 Million Face Value
2 Year 3.875 3.91%
5 Year 3.625 3.46%
10 Year 3.500 3.41%
30 Year 3.625 3.66%

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