Duration of Coupon Bond Assignment | Homework For You
May 25th, 2020
1. calculate the duration of a 2-year 8% semiannual coupon bond, assume that the current ytm is 10%. 2. suppose that the interest rate increase by 1 percentage point. how does the price change according to duration? How does the price actually change? What is causing the difference. Get Finance homework help today
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