Solution-Duration of a five-year treasury bond

Duration of a five-year treasury bond

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What is the duration of a five-year Treasury bond with a 4% coupon rate when the coupon payments are made every 6 month? The bond is currently selling at 5% premium (its market value equal to 105% of the face value).

Reference no: EM131401573

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Duration of a five-year treasury bond : What is the duration of a five-year Treasury bond with a 4% coupon rate when the coupon payments are made every 6 month? The bond is currently selling at 5% premium (its market value equal to 105% of the face value).

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Duration of a five-year treasury bond

Reference no: EM131401573

Reference no: EM131401573

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