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Finance Use the data in the following table to calculate a. The effective duration when rates increase from 4% to 4.2% b. The effective duration when rates decrease from 4% to 3.5% 4% Coupon 10-year T-note Yield to Maturity Price 4.50% 97.78 4.20% 99.11 4.00% 100.00 3.80% 100.90 3.50% 102.28

Finance Use the data in the following table to calculate a. The effective duration when rates increase from 4% to 4.2% b. The effective duration when rates decrease from 4% to 3.5% 4% Coupon 10-year T-note Yield to Maturity Price 4.50% 97.78 4.20% 99.11 4.00% 100.00 3.80% 100.90 3.50% 102.28

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
Section: Chapter Questions
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A3) Finance Use the data in the following table to calculate a. The effective duration when rates increase from 4% to 4.2% b. The effective duration when rates decrease from 4% to 3.5% 4% Coupon 10-year T-note Yield to Maturity Price 4.50% 97.78 4.20% 99.11 4.00% 100.00 3.80% 100.90 3.50% 102.28
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