.] Compute the yield to maturity, Macaulay and modified duration for the same securities as in Exercise 1. [Hint: You ma

[answerhappygod]

.] Compute the yield to maturity, Macaulay and modified duration
for the same securities as in Exercise 1. [Hint: You may use the
trial-and-error method when calculating yield to maturity. Once you
obtain yield to maturity, compute Macaulay duration as you did in
Exercise 1. Modified duration is calculated as MD=D^Mc/((1+y/2) ).]
(b) 1 1/4-year coupon bond paying 6% semiannually (f) 1 1/4-year
floating rate bond with 50 basis point spread, paid semiannually.
Assume that the coupon applying to the next reset date has been set
at r2(−0.25, 0.25) = 6.4%. only handwritten calculation answer.