need help with question 7 and 8

(7) Consider a stock that pays dividends at a rate of 4% annually. Find the Macaulay duration of this stock. (8) A company has invested in the following: - A 10-year 1000-par bond that pays annual coupons at a rate of 3%. - A 30-year 1000-par bond that pays annual coupons at a rate of 5 - A 5-year zero-coupon bond that is redeemable at 1000. If the yield of each bond is 2%, compute the Macaulay duration of this portfolio. (6) A company has liabilities of 3000 and 5000 due at the end of years 3 and 5 respectively. The company can invest in the following bonds: - A 5-year 1000-par bond that pays annual coupons at a rate of 5%. - A 3-year 1000-par bond that pays annual coupons at a rate of 3%. If both bonds has a yield of 2%, find how much the company should invest in each bond to match the liabilities (You must match the present values and the duration). (7) Consider a stock that pays dividends at a rate of 4% annually. Find the Macaulay duration of this stock. (8) A company has invested in the following: - A 10-year 1000-par bond that pays annual coupons at a rate of 3%. - A 30-year 1000-par bond that pays annual coupons at a rate of 5 - A 5-year zero-coupon bond that is redeemable at 1000. If the yield of each bond is 2%, compute the Macaulay duration of this portfolio. (7) Consider a stock that pays dividends at a rate of 4% annually. Find the Macaulay duration of this stock. (8) A company has invested in the following: - A 10-year 1000-par bond that pays annual coupons at a rate of 3%. - A 30-year 1000-par bond that pays annual coupons at a rate of 5 - A 5-year zero-coupon bond that is redeemable at 1000. If the yield of each bond is 2%, compute the Macaulay duration of this portfolio. (6) A company has liabilities of 3000 and 5000 due at the end of years 3 and 5 respectively. The company can invest in the following bonds: - A 5-year 1000-par bond that pays annual coupons at a rate of 5%. - A 3-year 1000-par bond that pays annual coupons at a rate of 3%. If both bonds has a yield of 2%, find how much the company should invest in each bond to match the liabilities (You must match the present values and the duration). (7) Consider a stock that pays dividends at a rate of 4% annually. Find the Macaulay duration of this stock. (8) A company has invested in the following: - A 10-year 1000-par bond that pays annual coupons at a rate of 3%. - A 30-year 1000-par bond that pays annual coupons at a rate of 5 - A 5-year zero-coupon bond that is redeemable at 1000. If the yield of each bond is 2%, compute the Macaulay duration of this portfolio