subject
Business, 08.07.2021 22:50 seymani2

A bond has annual coupons, $1000 par value, 2 years to maturity, 8% coupons and a 6% yield. Calculate the Macaulay Duration. The settlement date (purchase date) is 1/1/2030 and maturity date is 1/1/2032. Give your answer to two decimal place.

ansver
Answers: 1

Another question on Business

question
Business, 21.06.2019 22:10
Sarah needs to complete financial aid packets. during which school year would she do this? sophomore freshman senior junior
Answers: 2
question
Business, 22.06.2019 07:20
Suppose that real interest rates increase across europe. this development will u.s. net capital outflow at all u.s. real interest rates. this causes the loanable funds to because net capital outflow is a component of that curve.
Answers: 1
question
Business, 22.06.2019 10:40
Two assets have the following expected returns and standard deviations when the risk-free rate is 5%: asset a e(ra) = 18.5% σa = 20% asset b e(rb) = 15% σb = 27% an investor with a risk aversion of a = 3 would find that on a risk-return basis. a. only asset a is acceptable b. only asset b is acceptable c. neither asset a nor asset b is acceptable d. both asset a and asset b are acceptable
Answers: 2
question
Business, 22.06.2019 22:00
Most economists report the elasticity of demand asa. the absolute value of the actual number.b. a negative number, since price and quantity demanded move in opposite directions.c. a percentage, since both the numerator and denominator are percentages.d. a dollar amount, since we are measuring the change in price.
Answers: 2
You know the right answer?
A bond has annual coupons, $1000 par value, 2 years to maturity, 8% coupons and a 6% yield. Calculat...
Questions
question
Mathematics, 05.06.2020 22:04
question
Mathematics, 05.06.2020 22:04
question
Mathematics, 05.06.2020 22:04
question
Mathematics, 05.06.2020 22:05
Questions on the website: 13722367