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| rev | Admin | (Created page with "Determine which of the following expressions represents the modified duration for a zero-coupon bond that is currently priced at an annual effective yield rate i and an n-year maturity. <ul class="mw-excansopts"><li><math display = "block">n</math></li><li><math display = "block">n(1+i)</math></li><li><math display = "block">n(1+i)^{-1}</math></li><li><math display = "block">\frac{\sum_{t=1}^nt(1+i)^{-t}}{\sum_{t=1}^n(1+i)^t}</math></li><li><math display = "block">\frac...") | Nov 20'23 at 1:18 | +567 |