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A callable bond has a first call price of 103.80 and is currently callable. The price is $100.26. The modified duration of the bond is

A callable bond has a first call price of 103.80 and is currently callable. The price is $100.26. The modified duration of the bond is 8.66 years and the YTM is 2.8%. What YTM would make the call option be at the money? Use MD to calculate the YTM and report your answer to the nearest basis point. (Please Use Excel to Solve)

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