Question
Show the cash flows, bond prices, Macaulay duration, and modified duration for: 1.T-bill with 6 month maturity, $1,000 par, and 1.5% yield-to-maturity 2. T-note with
Show the cash flows, bond prices, Macaulay duration, and modified duration for:
1.T-bill with 6 month maturity, $1,000 par, and 1.5% yield-to-maturity
2. T-note with 4 year maturity, $1,000 par, 1.0% coupon rate, 1.0% yield-to-maturity
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New Venture Creation A Framework For Entrepreneurial Start-ups
Authors: Paul Burns
2nd Edition
1352000504, 978-1352000504
