Calculate the duration of a par value bond with coupon rate, Macroeconomics

1.  Calculate the duration of a par value bond with a coupon rate of 8% and a remaining time to maturity of 5 years.

2. On September 26, the spot price of gold was $320 per ounce and the price of a December future on gold (three months to maturity) is $322. What would be the price of a March futures contract? The six-month interest rate is 6% per year and the three month interest rate is 5% per year.

 

Posted Date: 4/5/2013 6:25:05 AM | Location : United States







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