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A zero-coupon bond, with par value of $1000, current YTM is 8% compounded semi-annually, and 2 years to maturity. What are the bonds duration and
A zero-coupon bond, with par value of $1000, current YTM is 8% compounded semi-annually, and 2
years to maturity. What are the bonds duration and convexity? (Note: one period is a half-year)
(2 marks)
23.
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4 periods, and 18.49 period2
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3.83 periods, and 15.28 period2
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4 periods, and 22.16 period2
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3.83 periods, and 20.14 period2
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none of the above
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