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Business, 05.03.2020 20:34 ggperez68

What is the duration of the above Treasury note? Use the asked price to calculate the duration. Recall that Treasuries pay interest semiannually. b. If yields increase by 10 basis points, what is the approximate price change on the $100,000 Treasury note? Use the duration approximation relationship. Briefly discuss.

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What is the duration of the above Treasury note? Use the asked price to calculate the duration. Reca...
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