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Assume that the interest rates for all maturities are 3%. Consider a 10-year bond with annual coupon of $2 and par value $100. Compute the
Assume that the interest rates for all maturities are 3%. Consider a 10-year bond with
annual coupon of $2 and par value $100. Compute the Macaulay's duration.
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Fundamentals Of Futures And Options Markets
Authors: Jonn C. Hull
8th International Edition
0133382850, 9780133382853
