6. Consider a 3-year 8% semiannual coupon bond. The YTM of this bond is 6%. Compute the following -(CF.)(t) TET (1+i)' a) Macaulay Duration (use Mac Duration = P b) Modified Duration c) Effective duration (assume a +50 BP change of Yield) 1 CF, (1+i)? T(1+i) d) Convexity Factor (use C= PB e) Effective Convexity Factor (assume a 150 BP change of Yield) (t +t) I=1 6. Consider a 3-year 8% semiannual coupon bond. The YTM of this bond is 6%. Compute the following -(CF.)(t) TET (1+i)' a) Macaulay Duration (use Mac Duration = P b) Modified Duration c) Effective duration (assume a +50 BP change of Yield) 1 CF, (1+i)? T(1+i) d) Convexity Factor (use C= PB e) Effective Convexity Factor (assume a 150 BP change of Yield) (t +t) I=1