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Calculate the modified duration? Issue Price Yield to maturity Busco bond 16 11/20% maturing 3 July, 2025 (sinking fund debenture, rated AAA) 95 17.55% No. of years = 5 years (3 July 2030) One US Treasury bonds futures contract is a claim on $ 1,000,000 par value long-term US Treasury bonds.

Calculate the modified duration? Issue Price Yield to maturity Busco bond 16 11/20% maturing 3 July, 2025 (sinking fund debenture, rated AAA) 95 17.55% No. of years = 5 years (3 July 2030) One US Treasury bonds futures contract is a claim on $ 1,000,000 par value long-term US Treasury bonds.

Essentials Of Investments
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
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Calculate the modified duration?

Issue

Price

Yield to maturity

Busco bond 16 11/20% maturing 3 July, 2025 (sinking fund debenture, rated AAA)

95

17.55%

No. of years = 5 years (3 July 2030)

One US Treasury bonds futures contract is a claim on $ 1,000,000 par value long-term US Treasury bonds.

 

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