Using the yield curve in Table 3 6, compute the dollar duration for the following securities (a) Long a 5 year coupon bond paying 4 semiannually (b) Short a 7 year zero coupon bond (c) Long a 3 1 2 year coupon bond paying 7 quarterly (d) Long a 2 year zero spread floating rate bond paid semiannually (e) Short a 2 1 4 year zero spread floating rate bond paid semiannually (f) Short a 5 1 4 year floating rate bond with a 25 basis point spread paid semiannually

Question: Using the yield curve in Table 3.6, compute the dollar duration for the following securities: (a) Long a 5-year coupon bond paying 4% semiannually (b)

Using the yield curve in Table 3.6, compute the dollar duration for the following securities:
(a) Long a 5-year bond paying 4% semiannually
(b) Short a 7-year zero bond
(c) Long a 3 1/2-year bond paying 7% quarterly
(d) Long a 2-year zero spread floating rate bond paid semiannually
(e) Short a 2 1/4-year zero spread floating rate bond paid semiannually
(f) Short a 5 1/4-year floating rate bond with a 25 basis point spread paid semiannually

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