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Use the Following Discount Factors When Needed

question 10

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Use the following discount factors when needed. Use the following discount factors when needed.   -Calculate the duration of the following security: 1.25-year ?oating coupon paying ?oat + 50 bps semiannually. You know that last quarter the semi- annual rate was 6.4%.
-Calculate the duration of the following security: 1.25-year ?oating coupon paying ?oat + 50 bps semiannually. You know that last quarter the semi- annual rate was 6.4%.


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