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duration problems 1 2 3 5 from chapter 20

1. In the spreadsheet below, create a Data Table in which the duration is computed as a function of the coupon rate (coupon = 0%, 1%, … , 11%). Comment on the relation between the coupon rate and the duration. A B C 1 CHANGING THE COUPON RATE Effect on Duration 2 Current date 21-May-07 […]