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g Problem 54.9 1 A bond will pay a coupon of 100 at the end of each of the next three years and will pay the face value of 1000 at the end of the three-year period. The bond's duration (Macaulay duration) when valued using an annual effective interest rate of 20% is X. Calculate X.

User Btown
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1 Answer

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Answer:

2.7011

[Find the solution in the attachment]

g Problem 54.9 1 A bond will pay a coupon of 100 at the end of each of the next three-example-1
User Priojewo
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