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A treasury bond (face value of $100 ), paying annual coupons at rate 8.5%, matures in 29 months. The bond has a yield of 5.80%

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A treasury bond (face value of $100 ), paying annual coupons at rate 8.5%, matures in 29 months. The bond has a yield of 5.80% (with annual compounding). What is the bond's modified duration

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