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  3. 30 consider the debt security below calculate its duration show...

Question: 30 consider the debt security below calculate its duration show...

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30. Consider the debt security below. Calculate its duration Show full workings. Discuss how duration changes with YTM, maturity, coupon rate and face value. A debt security has 2 years to maturity and face value of £1.000 Its coupon rate is 10%payable semi-annually. The YTMis 6% per annum. (10 Marks)
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