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Part A) For a TBond that has 1/3 year to maturity, an annual coupon of 6% of par (paid S-A), and a stated/clean price of
Part A) For a TBond that has 1/3 year to maturity, an annual coupon of 6% of par (paid S-A), and a stated/clean price of 101% of par, determine the TBonds (continuously compounded) YTM, duration, and convexity. Part B) Instead assume the TBond has 2/3 years to maturity, write out (but do not solve) the equations for this TBonds (continuously compounded) YTM, duration, and convexity.
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