Question: Using the following continuous compounded yield curve, compute the duration. Assume that 6-month semi-annual interest rate 3 month before was 5.87%. a. 2 1/2-year coupon

Using the following continuous compounded yield curve, compute the duration. Assume that 6-month semi-annual interest rate 3 month before was 5.87%. a. 2 1/2-year coupon bond paying 5.5% quarterly b. ...

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