You buy a 2-year, 10% coupon bond with a principal of $10,000. The spot rates are 5% and 10% for 1 and 2 years. If the yield to maturity is 9.75%. Compute the modified duration for this bond. solutionspile.com

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You buy a 2-year, 10% coupon bond with a principal of $10,000. The spot rates are 5% and 10% for 1 and 2 years. If the yield to maturity is 9.75%. Compute the modified duration for this bond.  solutionspile.com

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