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1 Calculate the requested measures for bonds A and B (assume that each bond pays interest semiannually): 4 A B Coupon Yield to maturity Maturity

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1 Calculate the requested measures for bonds A and B (assume that each bond pays interest semiannually): 4 A B Coupon Yield to maturity Maturity (years) Par Price 8% 9% 8% 8% 2 5 $100.00 $100.00 $100.00 $104.055 a) Price value of a basis point b) Macaulay duration 4 c) Modified duration 4

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