A Treasury bond that settles on October 18, 2022, matures on March 30, 2041. The coupon rate is 6.20 percent, and the bond has a yield to maturity of 5.71 percent. What are the Macaulay duration and modified duration? Note: Use the duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4 decimal places. \table[[Macaulay duration], [Modified duration]] A Treasury bond that settles on October 18, 2022, matures on March 30, 2041. The coupon rate is 6.20 percent, and the bond has a yield to maturity of 5.71 percent. What are the Macaulay duration and modified duration? Note: Use the duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4 decimal places. Macaulay duration Modified duration
A Treasury bond that settles on October 18, 2022, matures on March 30, 2041. The coupon rate is 6.20 percent, and the bond has a yield to maturity of 5.71 percent. What are the Macaulay duration and modified duration? Note: Use the duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4 decimal places. \table[[Macaulay duration], [Modified duration]] A Treasury bond that settles on October 18, 2022, matures on March 30, 2041. The coupon rate is 6.20 percent, and the bond has a yield to maturity of 5.71 percent. What are the Macaulay duration and modified duration? Note: Use the duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4 decimal places. Macaulay duration Modified duration
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
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![A Treasury bond that settles on October 18, 2022, matures on March 30, 2041. The coupon rate is 6.20 percent, and
the bond has a yield to maturity of 5.71 percent. What are the Macaulay duration and modified duration? Note: Use the
duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4
decimal places. \table[[Macaulay duration], [Modified duration]]
A Treasury bond that settles on October 18, 2022, matures on March 30, 2041. The coupon rate is 6.20 percent, and the bond has a
yield to maturity of 5.71 percent. What are the Macaulay duration and modified duration?
Note: Use the duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4
decimal places.
Macaulay duration
Modified duration](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F4e6d9cd5-3f4a-4fb7-a7d7-0645c8758efe%2Fe8a29583-18a0-4fe3-976a-db66a2369b68%2F8x97wja_processed.png&w=3840&q=75)
Transcribed Image Text:A Treasury bond that settles on October 18, 2022, matures on March 30, 2041. The coupon rate is 6.20 percent, and
the bond has a yield to maturity of 5.71 percent. What are the Macaulay duration and modified duration? Note: Use the
duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4
decimal places. \table[[Macaulay duration], [Modified duration]]
A Treasury bond that settles on October 18, 2022, matures on March 30, 2041. The coupon rate is 6.20 percent, and the bond has a
yield to maturity of 5.71 percent. What are the Macaulay duration and modified duration?
Note: Use the duration functions in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4
decimal places.
Macaulay duration
Modified duration
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