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27-02-2020
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a. What is the duration of a four-year Treasury bond with a 4.5 percent semiannual coupon selling at par?
b. What is the duration of a three-year Treasury bond with a 4.5 percent semiannual coupon selling at par?
c. What is the duration of a two-year Treasury bond with a 4.5 percent semiannual coupon selling at par?

Respuesta :

04-03-2020

Answer:

Following is attached the solution for each part of the question given.

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Explanation:

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