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Calculate which bond has a greater sensitivity to yield and its change Bond A 10-year maturity 10% Coupon YTM 10% = Bond B 5-year maturity

Calculate which bond has a greater sensitivity to yield and its change

begin{tabular}{|c|c|c|c|} hline Bond A & Bond B & Other Bond Characteristics & Which Bond has higher duration? hline 10

Bond A 10-year maturity 10% Coupon YTM 10% = Bond B 5-year maturity 5% Coupon YTM = 5% Other Bond Characteristics Equal Equal Equal Which Bond has higher duration?

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