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Calculate the Duration of each of the following assuming a yield to maturity of 5%. 1000 Face Value. Annual payments a. a 10 year zero

Calculate the Duration of each of the following assuming a yield to maturity of 5%. 1000 Face Value. Annual payments

a. a 10 year zero coupon loan

b. a 10 year interest only loan with a 2% coupon

c. a 10 year interest only loan with a 5% coupon

d. a 10 year interest only loan with a 7% coupon

e. a 5 year interest only loan with a 2% coupon

f. a 25 year interest only loan with a 2% coupon

g. a 10 year fully amortized loan with payments based on a 2% interest rate

h. a 10 year fully amortized loan with payments based on a 5% interest rate

i. a 10 year fully amortized loan with payments based on a 7% interest rate

j. a 5 year amortized loan with payments based on a 5% interest rate and a 10 year amortization

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