Calculate the modified duration? Issue Price Yield to maturity Busco bond 16 11/20% maturing 3 July, 2025 (sinking fund debenture, rated AAA) 95 17.55% No. of years = 5 years (3 July 2030) One US...

Calculate the modified duration?

Issue	Price	Yield to maturity
Busco bond 16 11/20% maturing 3 July, 2025 (sinking fund debenture, rated AAA)	95	17.55%

No. of years = 5 years (3 July 2030)

One US Treasury bonds futures contract is a claim on $ 1,000,000 par value long-term US Treasury bonds.

Jun 09, 2022

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