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Question #4 and #5 tells us that the lower the coupon rate, the greater the duration. Bond A and Bond B are both 1.5 years
Question #4 and #5 tells us that the lower the coupon rate, the greater the duration.
Bond A and Bond B are both 1.5 years from maturity, have a 6% yield, and pays semiannually. Bond A has 6% coupon rate and Bond B has a 10% coupon rate. Calculate the duration of Bond A. QUESTION 5 Bond A and Bond B are both 1.5 years from maturity, have a 6% yield, and pays semiannually. Bond A has 6% coupon rate and Bond B has a 10% coupon rate. Calculate the duration of Bond BStep by Step Solution
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The F And I Revolution Finance Reimagined
Authors: Michael A Bennett
1st Edition
1507777221, 978-1507777220
