Calculate the modified duration of a 10-year 7% semi-annual coupon bond priced at 97.50. 7.316 7.06...

Calculate the modified duration of a 10-year 7% semi-annual coupon bond priced at 97.50. 7.316 7.06 6.88 3.53 3.67

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Expert Solution

7.06

DURATION

BOND A
Coupon	7.00%
Face value	100
Frequency	2
Maturity	10
Yield	7.36%

Price	97.500

Macaulay Dur	7.316
Modified Dur	7.057
Dollar Dur	6.880

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jeff jeffy answered 2 days ago

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