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Show the cash flows, bond prices, Macaulay duration, and modified duration for a T-bill with 6-month maturiy, $1,000 par, and 1.5% yield. Par $ 1,000.00
Show the cash flows, bond prices, Macaulay duration, and modified duration for a T-bill with 6-month maturiy, $1,000 par, and 1.5% yield. Par $ 1,000.00 1.50% Yield Yield-to-maturity (semi-annual) Cash Flows Year Cash Flow Period (6-month) 0 1 Discount Factor 0.00 Discounted Cash Flow 0.00 Macaulay Duration numerator 0.00 0 0.5 Bond Price Macaulay Duration (semi-annual) Modified Duration
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