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| rev | Admin | (Created page with "Two bonds have the same annual effective yield rate, r, where r > 0. The bonds have Macaulay duration of 5 years and 6 years with respect to r. One of the bonds has modified duration of 5.76 years while the other bond has modified duration of d years. Calculate d. <ul class="mw-excansopts"><li>4.760</li><li>4.800</li><li>5.208</li><li>5.240</li><li>6.912</li></ul> {{soacopyright | 2023 }}") | Nov 20'23 at 1:24 | +394 |