What is the duration of a four-year Treasury bond with a 6

jagguarpaw February 6, 2017 0 Comments

Question: What is the duration of a four-year Treasury bond

 

What is the duration of a four-year Treasury bond with a 6 percent semiannual coupon selling at par? (Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g., 32.16))

 

  Duration of the bond years

 

b. What is the duration of a three-year Treasury bond with a 6 percent semiannual coupon selling at par? (Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g., 32.16))

 

  Duration of the bond years

 

c. What is the duration of a two-year Treasury bond with a 6 percent semiannual coupon selling at par? (Do not round intermediate calculations. Round your answer to 2 decimal places. (e.g., 32.16))