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December 2, 2018 at 12:41 am #486731
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But if the price of the bond is at 100, shouldn’t coupon rate = yield rate?
Further, referring to June 2014 question 1 c, the Macaulay duration is calculated discounting at the yield rate which is 2%.
Can you please explain this?
June 3, 2018 at 1:16 pm #455757
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My apologies for not mentioning.
Chrysos Mar/June 2017
Makonis Dec 2013
Please help me solve this. I appreciate your time.
February 8, 2018 at 5:23 am #435805
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