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Find the duration of a 5.6% coupon bond making semiannually coupon payments if it has three years until maturity and has a yield to

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Find the duration of a 5.6% coupon bond making semiannually coupon payments if it has three years until maturity and has a yield to maturity of 5.6%. What is the duration if the yield to maturity is 7.6%? Note: The face value of the bond is $1,000. Do not round intermediate calculations. Round your answers to 2 decimal places. 5.6% YTM 7.6% YTM Duration years years

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