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Business, 26.10.2020 16:40 densliverdensentos

Calculate the requested measures in parts (a) through (d) for bonds A and B (assume that each bond pays interest semiannually): (9 points) A B Coupon rate 7% 7.5% Yield to maturity 7% 6.5% Maturity (years) 4 8 Par $1,000.00 $1,000.00 Price $1,000.00 $1,061.62 (a) Price value of a basis point (2 points) (b) Macaulay duration (6 points) (c) Modified duration

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Calculate the requested measures in parts (a) through (d) for bonds A and B (assume that each bond p...

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