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    Fixed Income Securities
  4. Exam
    Exam 3: Basics of Interest Rate Risk Management
  5. Question
    Use the Following Discount Factors When Needed
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Use the Following Discount Factors When Needed

Question 16

Question 16

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Use the following discount factors when needed. Use the following discount factors when needed.   -Calculate the duration of the following security: 2-year ?xed coupon pay- ing 5% quarterly.
-Calculate the duration of the following security: 2-year ?xed coupon pay- ing 5% quarterly.

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