Question
Calculate the duration of a bond given the following information: Face value:$1000 Coupon rate:3.6% p.a. Coupon frequency:Quarterly Time to maturity:9 months Interest rate:2.4% p.a.(B.E.Y convention
Calculate the duration of a bond given the following information:
Face value:$1000
Coupon rate:3.6% p.a.
Coupon frequency:Quarterly
Time to maturity:9 months
Interest rate:2.4% p.a.(B.E.Y convention - all maturities)
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Succeeding in Business with Microsoft Excel 2013 A Problem Solving Approach
Authors: Debra Gross, Frank Akaiwa, Karleen Nordquist
1st edition
978-1285099149, 9781285963969, 1285099141, 1285963962, 978-1285715346
