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You have a one year zero coupon bond that pays $1, which price today is $0.9523? You have a two year coupon bond with a

You have a one year zero coupon bond that pays $1, which price today is $0.9523? You have a two year coupon bond with a principal value of $100 and coupons of 5%. The spot rate for 2 years, (r2) is 10%. Compute the duration for the coupon bond and explain how to compute the yield to maturity (only set the equation in the last case).

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