What is the duration of a bond with two years to maturity if the bond has...
What is the duration of a bond with two years to maturity if the bond has a coupon rate of 7.5 percent paid semiannually, and the market interest rate is 5.5 percent? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) Duration
Homework Answers
to calculate the duration , firstly calculate all the semi-annual parameters of the bond : semi-annual market rate, semi-annual coupon value,
Then we will create a table from which we will calculate the duration of the bond
duration = sum of product of cash flow weights and time period of each cash flow
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What is the duration of a bond with two years to maturity if the
bond has...
What is the duration of a bond with three years to maturity and a coupon of...
What is the duration of a bond with three years to maturity and a coupon of 7.1 percent paid annually if the bond sells at par? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) Duration
What is the duration of a bond with three years to maturity and a coupon of...
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