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Duracin de Macaulay Sam compra un bono a la par 5000 a ocho aos con una tasa de cupn anual del 5%, pagado anualmente. El

Duracin de Macaulay

Sam compra un bono a la par 5000 a ocho aos con una tasa de cupn anual del 5%, pagado anualmente. El

El bono se vende por 5000. Sea d 1 la duracin de Macaulay justo antes de que se pague el primer cupn. Sea d 2 la duracin de Macaulay justo despus de pagar el primer cupn.

Calcular d1/d2

(A B C D E)

0,91 0,93 0,95 0,97 1

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