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What is the Fisher-Weil duration for a $100 000 bond with 36 months to maturity and 10% p.a. coupon? Assume that the three consecutive annual
What is the Fisher-Weil duration for a $100 000 bond with 36 months to maturity and 10% p.a. coupon? Assume that the three consecutive annual yields are 8% p.a., 10% p.a., and 12% p.a. respectively.
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