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What is the modified duration, MD, and Macaulay duration, DMAC, of a 3-year zero-coupon bond with an annually compounded yield-to-maturity of 7% and a par

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What is the modified duration, MD, and Macaulay duration, DMAC, of a 3-year zero-coupon bond with an annually compounded yield-to-maturity of 7% and a par value of $100 Compute the price value of a basis point of a 3-year zero-coupon bond with an annually compounded yield-to-maturity of 7% and a maturity value of $100

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