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What is the Macaulay duration of a 6 percent coupon bond with twelve years to maturity and a current price of $1,062.40? What is the
What is the Macaulay duration of a 6 percent coupon bond with twelve years to maturity and a current price of $1,062.40? What is the modified duration?
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Risk Sensitive Investment Management
Authors: Mark H A Davis, Sébastien Lleo
1st Edition
9814578037, 978-9814578035
