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Question 8 2 pts An investor with an investment horizon of 1.8 year purchases a 5% coupon bond with 2 years to maturity and a

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Question 8 2 pts An investor with an investment horizon of 1.8 year purchases a 5% coupon bond with 2 years to maturity and a face value of $100? The bond is trading at a yield of 5%. Coupons are paid semi-annually. What is this investor's duration gap? Assume semi-annual compounding. Round your answer to 4 decimal places

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