You use bond duration to predict bond price changes. A bond you are analyzing makes semiannual coupon payments and currently yields 3.3%. According to the duration measure the expected bond price change is an increase of 2.9103% for a decrease of 1.28% in the yield. What is the bond’s Macaulay duration?
You use bond duration to predict bond price changes
by admin | Sep 6, 2025 | Statistics
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