Using the following continuous compounded yield curve, compute the duration (5pts. each) (Assume that 6-month semi-annual interest rate 3 month before was 5.87%) a. 2 1/2-year coupon bond paying 5.5% quarterly b. 3 3/4-year coupon bond paying 7.00% semi-annually C 3 1/4-year floating rate bond without spread with quarterly payments d. 6 1/4-year floating rate bond without spread with semi-annual payments e. 25-year floating rate bond with 40 basis point spread with semi-annual payments Maturity Yield 0.25 6,08% 0.50 6.24% 0.75 6.37% 1.00 6.46% 1.25 6.54% 150 6.59% 1.75 6.62% 200 6.63% 2.25 6.64% 2.50 6,63%6 2.75 6,61% 3.00 6.58% 3.25 6.55% 3.50 6.51% 3.75 6.47% 400 642% 425 6.37% 450 6.32% 4.75 6.26% 5.00 6.20% 525 6.14% 5.50 6.06% 5.75 5.99% 600 5 90% Using the following continuous compounded yield curve, compute the duration (5pts. each) (Assume that 6-month semi-annual interest rate 3 month before was 5.87%) a. 2 1/2-year coupon bond paying 5.5% quarterly b. 3 3/4-year coupon bond paying 7.00% semi-annually C 3 1/4-year floating rate bond without spread with quarterly payments d. 6 1/4-year floating rate bond without spread with semi-annual payments e. 25-year floating rate bond with 40 basis point spread with semi-annual payments Maturity Yield 0.25 6,08% 0.50 6.24% 0.75 6.37% 1.00 6.46% 1.25 6.54% 150 6.59% 1.75 6.62% 200 6.63% 2.25 6.64% 2.50 6,63%6 2.75 6,61% 3.00 6.58% 3.25 6.55% 3.50 6.51% 3.75 6.47% 400 642% 425 6.37% 450 6.32% 4.75 6.26% 5.00 6.20% 525 6.14% 5.50 6.06% 5.75 5.99% 600 5 90%