What is the duration of a four-year treasury bond

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Reference no: EM131960754

Question: Consider the following.

a. What is the duration of a four-year Treasury bond with a 4.5 percent semiannual coupon selling at par? Do not round intermediate calculations. Round your answer to 2 decimal places.

Duration of the bond?= ________ years

b. What is the duration of a three-year Treasury bond with a 4.5 percent semiannual coupon selling at par? Do not round intermediate calculations. Round your answer to 2 decimal places.

Duration of the bond?= ________ years

c. What is the duration of a two-year Treasury bond with a 4.5 percent semiannual coupon selling at par? Do not round intermediate calculations. Round your answer to 2 decimal places.

Duration of the bond?= ________ years

Reference no: EM131960754

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