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For a T-bond currently priced at $95 for $100 par with yield to maturity 5%, its price becomes $95.1 if the yield drops to 4.99%.
For a T-bond currently priced at $95 for $100 par with yield to maturity 5%, its price becomes $95.1 if the yield drops to 4.99%. What are the T-bonds DV01, duration and Macaulay duration at 5% yield?
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