Overview - University of Nevada, Reno
For a zero coupon bond, duration equals maturity . For all other bonds: duration < maturity. Computing duration: Consider a 2-year, 8% coupon bond, with a face value of $1,000 and yield-to-maturity of 12%. Coupons are paid semi-annually. Therefore, each coupon payment is $40 and the per period YTM is (1/2) × 12% = 6%. ................
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