6. Consider a 3-year 8% semiannual coupon bond. The YTM of this bond is 6%. Compute the following * (CF) (0) 41 (1+i)' a) Macaulay Duration (use Mac Duration = - b) Modified Duration c) Effective duration (assume a +50 BP change of Yield) 1 5 CF_(t +1) (1+1)=(1+i)** t) d) Convexity Factor (use C= e) Effective Convexity Factor (assume a +50 BP change of Yield) 6. Consider a 3-year 8% semiannual coupon bond. The YTM of this bond is 6%. Compute the following * (CF) (0) 41 (1+i)' a) Macaulay Duration (use Mac Duration = - b) Modified Duration c) Effective duration (assume a +50 BP change of Yield) 1 5 CF_(t +1) (1+1)=(1+i)** t) d) Convexity Factor (use C= e) Effective Convexity Factor (assume a +50 BP change of Yield)