Multiple Choice
Which of the following is closest to the duration of a 2-year bond that pays a coupon of 8% per annum semiannually? The yield on the bond is 10% per annum with continuous compounding.
A) 1.82
B) 1.85
C) 1.88
D) 1.92
Correct Answer:
Verified
Correct Answer:
Verified
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