Macaulay duration and modified duration

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Reference no: EM131182847

A Treasury bond that settles on October 18, 2013, matures on March 30, 2032. The coupon rate is 5.95 percent and the bond has a 5.36 yield to maturity. What are the Macaulay duration and modified duration? (Use the duration function in Excel to solve the problem. Do not round intermediate calculations. Round your answers to 4 decimal places.)

Macaulay duration: ______

Modified duration: ______

Reference no: EM131182847

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Macaulay duration and modified duration : A Treasury bond that settles on October 18, 2013, matures on March 30, 2032. The coupon rate is 5.95 percent and the bond has a 5.36 yield to maturity. What are the Macaulay duration and modified duration?Modified duration and Macaulay duration

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