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Problem 10-35 Duration (LO4, CFA6) A Treasury bond that settles on October 18, 2016, matures on March 30, 2035. The coupon rate is has a

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Problem 10-35 Duration (LO4, CFA6) A Treasury bond that settles on October 18, 2016, matures on March 30, 2035. The coupon rate is has a yield to maturity of 5.71 percent. What are the Macaulay duration and modified duration? (Use the du 6.20 percent and the b Ive the problem. Do not round intermediate calculations. Round your answers to 4 decimal places.) 3 Answer is complete but not entirely correct. Macaulay duration Modified duration 11.3212 10.7097

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