What is the duration (in years) of an 8% 2yr bond, with semi-annually compounded interest and a

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What is the duration (in years) of an 8% 2yr bond, with semi-annually compounded interest and a ytm of 10%?

What is the modified duration (in payment periods) of an 8% 2yr bond with semi-annual compounded interest and a ytm of 10%?

If the annual ytm increases from 10% to 10.02%, what is the drop in bond price?

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Essentials of Investments

ISBN: 978-0077835422

10th edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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Posted Date: Apr 20, 2024 10:27 AM

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What is the duration (in years) of an 8% 2yr bond, with semi-annually compounded interest and a

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