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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 1 year ago
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