A Treasury bond has a coupon rate of 6% per annum (the coupons are paid semiannually) and a semiannually compounded yield of 4% per annum. The bond matures in 18 months and the next coupon wilbe paid 6 months from now. Which number below is closest to the bond's Macaulay duration? A.1.023 years B.1.457 years C.1.500 years D.2.915 years
理解问题A Treasury bond has a coupon rate of 6% per annum (the coupons are paid semiannually) and a semiannually compounded yield of 4% per annum. The bond matures in 18 months and the next coupon wilbe paid 6 months from now. Which number below is closest to the bond's Macaulay duration? A.1.023 years B.1.457 years C.1.500 years D.2.915 years
已完成理解「A Treasury bond has a coupon rate of 6% per annum (the coupons are paid semiannually) and a semiannually compounded yield of 4% per annum. The bond matures in 18 months and the next coupon wilbe paid 6 months from now. Which number below is closest to the bond's Macaulay duration? A.1.023 years B.1.457 years C.1.500 years D.2.915 years」
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