Calculate the duration of five year maturity bond that pays a 10 % annual coupon. The market yield is 8 %.?

This has to be done in excel. Calculate the change in the bond price when the yield increases up tp nine percent. This finance chapter is about duration.

Answers:
The duration is 4.20 years. The Excel formula is:
=DURATION(DATE(2007,1,1),DATE(.

The change in price is 4.09 points. The Excel formula is:
=(PRICE(DATE(2007,1,1),DATE(20.
I must be a clever c.u.n.t - the duration is 5 years of course (and i did it in my head)

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