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Problem 4 Calculate the Macaulay duration, Macaulay convexity, and dispersion of a 10-year bond with semiannual coupons paid at 6% per year earning an annual

Problem 4 Calculate the Macaulay duration, Macaulay convexity, and dispersion of a 10-year bond with semiannual coupons paid at 6% per year earning an annual effective yield of 11%

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