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Question 1 36 pts Consider a bond with a coupon rate of 4%, 10 years to maturity, and 8% YTM Compute the bond's modified duration

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Question 1 36 pts Consider a bond with a coupon rate of 4%, 10 years to maturity, and 8% YTM Compute the bond's modified duration (volatility). (If you cannot find your answer in the choices below, please choose the choice that is closest to your answer) The volatility is 7.5 The volatility is 5.6 The volatility is 11.6 The volatility is 28.5 The volatility is 2.8 The volatility is 8.1 Next

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