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| rev | Admin | (Created page with "An investor purchases a 1200 face amount zero-coupon bond for a price of 1000. With respect to the bond’s annual effective yield rate, the Macaulay duration is four years and the modified duration is d years. Calculate d. <ul class="mw-excansopts"><li>3.33</li><li>3.82</li><li>3.86</li><li>4.00</li><li>4.19</li></ul> {{soacopyright | 2023 }}") | Nov 20'23 at 1:19 | +348 |