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Using the following actual callable bond trade record, Interest rate. Bond price. Pvbp . Duration 6 % . $ 9 9 . 5 0 5

Using the following actual callable bond trade record,
Interest rate. Bond price. Pvbp. Duration
6%. $99.50
5.85%. $99.83. A
5.75%. $100.72 B
5.5%. $101.86
A) show the process and compute the pvbp at point A
B) show the process and compute the duration at point B

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