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You have the following information about bonds trading in the market with annual coupons: Maturity: 1 year Coupon rate: 0% Yield to Maturity: 6% Maturity:

You have the following information about bonds trading in the market with annual coupons:

Maturity: 1 year Coupon rate: 0% Yield to Maturity: 6%

Maturity: 2 year Coupon rate: 5% Yield to Maturity: 7.95%

Maturity: 3 year Coupon rate: 10% Yield to Maturity: 9.74%

Find the price, yield and duration of 3 year bonds with face value $ 100,000 and 5% coupon paid annually.

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