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6. Consider a 3-year % semiannual coupon bond. The YTM of this bond is 6%. Compute the follouing a) Macaulay Duration use Mac Duration
6. Consider a 3-year % semiannual coupon bond. The YTM of this bond is 6%. Compute the follouing a) Macaulay Duration use Mac Duration b) Modified Duration c) Effective duration (assume a BP change of Yield) d) Convexity Factor (use C e) Effective Convexity Factor (assume a BP change of Yield)
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Principles of Managerial Finance
Authors: Chad J. Zutter, Scott B. Smart
15th edition
013447631X, 134476315, 9780134478197 , 978-0134476315
