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6.) Calculate the duration (measured in six-monthly periods) for a coupon-paying bond maturing in two years, where the bond has a face value of $100
6.) Calculate the duration (measured in six-monthly periods) for a coupon-paying bond maturing in two years, where the bond has a face value of $100 000, yield of 7% p.a. and coupon rate of 9% p.a. Assume interest rates are paid half yearly and the last coupon payment has just been made. 3.65 3.48 3.81 3.91
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