a. What is the duration of a two-year bond that pays an annual coupon of 11.3...

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a. What is the duration of a two-year bond thatpays an annual coupon of 11.3 percent and has a current yield tomaturity of 13.3 percent? Use $1,000 as the face value. (Donot round intermediate calculations. Round your answer to 4 decimalplaces. (e.g., 32.1616))
b. What is the duration of a two-year zero-couponbond that is yielding 11.5 percent? Use $1,000 as the facevalue.

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a. What is the duration of a two-year bond thatpays an annual coupon of 11.3 percent and has a current yield tomaturity of 13.3 percent? Use $1,000 as the face value. (Donot round intermediate calculations. Round your answer to 4 decimalplaces. (e.g., 32.1616))b. What is the duration of a two-year zero-couponbond that is yielding 11.5 percent? Use $1,000 as the facevalue.

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