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Consider a 2-year zero-coupon German government bond (Bund).This bond has a par value of?100 and is priced at ?91.6607 with a 4.45% yield.a) Calculate the
Consider a 2-year zero-coupon German government bond (Bund).This bond has a par value ofâ?¬100 and is priced at â?¬91.6607 with a 4.45% yield.a) Calculate the duration for this bond using the 4.45% 2 answers
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Fundamentals of Futures and Options Markets
Authors: John C. Hull
8th edition
978-1292155036, 1292155035, 132993341, 978-0132993340
