What is the Duration of a 10-year (ANNUAL coupon payment) bond that was issued last year if the coupon is 6% in even years and 3% in even years? (first payment was 5 minutes ago. Hint 1 is an odd year). At the end of year 5, there is a coin flip. If it comes up heads, the bond matures immediately. It is paid off in full at maturity if it comes up tails. Assume YTM is 7%. Show work.

EBK CONTEMPORARY FINANCIAL MANAGEMENT
14th Edition
ISBN:9781337514835
Author:MOYER
Publisher:MOYER
Chapter5: The Time Value Of Money
Section: Chapter Questions
Problem 11P
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What is the Duration of a 10-year (ANNUAL coupon payment) bond that was issued last year if the coupon is 6% in even years and 3% in even years?
(first payment was 5 minutes ago. Hint 1 is an odd year). At the end of year 5, there is a coin flip. If it comes up heads, the bond matures immediately.
It is paid off in full at maturity if it comes up tails. Assume YTM is 7%. Show work.
Transcribed Image Text:What is the Duration of a 10-year (ANNUAL coupon payment) bond that was issued last year if the coupon is 6% in even years and 3% in even years? (first payment was 5 minutes ago. Hint 1 is an odd year). At the end of year 5, there is a coin flip. If it comes up heads, the bond matures immediately. It is paid off in full at maturity if it comes up tails. Assume YTM is 7%. Show work.
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