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A five-year bond with a yield of 6% (continuously compounded) has an annual coupon of 4% which is paid every six months. What is the

A five-year bond with a yield of 6% (continuously compounded) has an annual coupon of 4% which is paid every six months. What is the duration of the bond if the face value of the bond is $1,000?

Next: What is the duration of a ten year zero coupon treasury? Will it matter who the investor holding the security is? Please explain why or why not

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