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An insurance company is analyzing the following three bonds each with five years to maturity and is using duration as its measure of interest rate risk LG 36 a $10000 par value coupon rate

An insurance company is analyzing the following three bonds, each with five years to maturity, and is using duration as its measure of interest rate risk: ( LG 3-6 )

a. $10,000 par value, coupon rate 8%, rb .10

b. $10,000 par value, coupon rate 10%, rb .10

c. $10,000 par value, coupon rate 12%, rb .10

What is the duration of each of the three bonds?

Apr 26 2020 View more View Less

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