question archive What is the Macaulay and Modified duration of the bond shown in Table Two? Table Two Ten Year Bond Data Years to Maturity Coupon Rate Price Yield-to-Maturity Macaulay Duration Modified Duration 10 5% $100
What is the Macaulay and Modified duration of the bond shown in Table Two? Table Two Ten Year Bond Data Years to Maturity Coupon Rate Price Yield-to-Maturity Macaulay Duration Modified Duration 10 5% $100
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What is the Macaulay and Modified duration of the bond shown in Table Two?
Table Two
Ten Year Bond Data
Years to Maturity
Coupon Rate
Price
Yield-to-Maturity
Macaulay
Duration
Modified
Duration
10
5%
$100.000
5.000%
?
?
Please provide your answer justification in excel if applicable and show all formulas. If not a detailed written response is acceptable. I will like if correct and the explanation is sufficient!
What is the Macaulay and Modified duration of the bond shown in Table Two?
Table Two
Ten Year Bond Data
|
Years to Maturity |
Coupon Rate
|
Price |
Yield-to-Maturity |
Macaulay Duration |
Modified Duration |
|
10 |
5% |
$100.000 |
5.000% |
? |
? |
Please provide your answer justification in excel if applicable and show all formulas. If not a detailed written response is acceptable. I will like if correct and the explanation is sufficient!
