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Bond Duration_3y (3).xls - Bond Duration by Ima Dummy Bond...

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Bond Duration by Ima Dummy Bond: C.HEQ Citigroup, Inc. n 6 Payment (annually) $ 47.00 whatever cuoupon by 1000 Payment (semiannually) $ 23.50 Face Value $ 1,000.00 Coupon 4.700% Price 105.46 NOTE: The price of the bond is a percentage of par. Maturity 4/15/2015 Yield (YTM) 3.532000% Semiannually 1.766000% Discounted at t Payment 1.766000% Weight t*Weight 0.5 $ 23.50 $ 23.2952 0.02047 0.01024 1 $ 23.50 $ 23.0922 0.02029 0.02029 1.5 $ 23.50 $ 22.8909 0.02012 0.03017 2 $ 23.50 $ 22.6915 0.01994 0.03988
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