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| rev | Admin | (Created page with "You are given the following information about a 30-year bond: #The par value is 2000. #The redemption value is 2250. #Coupons are paid annually. #The annual coupon rate is twice the annual yield rate. #The purchase price is 3609.29. #Based on the yield rate, the Macaulay duration of the bond is 14.41 years Calculate the modified duration of the bond, based on the yield rate. <ul class="mw-excansopts"><li>12.40 years</li><li>13.07 years</li><li>13.71 years</li><li>14.4...") | Nov 20'23 at 1:17 | +538 |