Macaulay, Modified, and Effective Durations | CFA Level 1
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Macaulay, Modified, and Effective Durations | CFA Level 1
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duration and modified duration?9. A six-year bond with a continuously compounded yield of 4% provides a 5% coupon at theend of each year. Use duration and convexity to estimate the effect of a 1% increase in theyield on the price of the bond. How accurate is the estimate?
duration and modified duration?9. A six-year bond with a continuously …
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