Find the duration of a bond with settlement date May 29, 2012, and maturity date November...
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Find the duration of a bond with settlement date May 29, 2012, and maturity date November 19, 2021. The coupon rate of the bond is 6%, and the bond pays coupons semiannually. The bond is selling at a yield to maturity of 7%. (Do not round intermediate calculations. Round your answers to 4 decimal places.) |
| Macaulay duration | |
| Modified duration | |
Homework Answers
Macaulay duration is 7.2595 years.
Modified duration is 7.0141 years.
Frequency is no. of coupon payments in a year. Coupon are paid semi-annually. so, 2 times in a yer.
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Find the duration of a bond with settlement date May 29, 2012,
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