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A bond has exactly three years to maturity and pays coupons (annually) at a rate of 6%. Its yield to maturity is 5%. What is

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A bond has exactly three years to maturity and pays coupons (annually) at a rate of 6%. Its yield to maturity is 5%. What is the price of 100 of face value of this bond? What is the bond's Macaulay duration and, based on the duration, by how much you would expect the bond's price to change if its yield to maturity was to increase by 0.10%

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