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| rev | Admin | (Created page with "Sam buys an eight-year, 5000 par bond with an annual coupon rate of 5%, paid annually. The bond sells for 5000. Let <math>d_1</math> be the Macaulay duration just before the first coupon is paid. Let <math>d_2</math> be the Macaulay duration just after the first coupon is paid. Calculate <math>d_1/d_2</math>. <ul class="mw-excansopts"><li>0.91</li><li>0.93</li><li>0.95</li><li>0.97</li><li>1.00</li></ul> {{soacopyright | 2023 }}") | Nov 20'23 at 0:24 | +436 |