Question
a. Find the duration of a 8.00% coupon bond making annual coupon payments if it has 3 years until maturity 0 and a yield to
a. Find the duration of a 8.00% coupon bond making annual coupon payments if it has 3 years until maturity 0 and a yield to maturity of 7.30%.
b. What is the duration if the yield to maturity is 11.30%?
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Investments
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
9th Edition
73530700, 978-0073530703
