Find the duration of a bond with settlement date September L5,2OL6, and maturity date September L5,2025. The coupon rate of the bond is7Yo, and the bond pays coupons semiannually. The bond is selling at a yield to matur¡ty of 8%. What is the duration of the bond if coupons are paid annually?
Explain why the duration changes in the direction it does!
Submitted September 20, 2016 at 10:45PM by Christoffer9992 http://ift.tt/2d0NUDF
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