(only handwritten calculation answer) Today is Mya 15, 2000, and the current, semi-annually compounded yield curve is in

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(only handwritten calculation answer) Today is Mya 15,
2000, and the current, semi-annually compounded yield curve is in
Table 3.6. Compute the duration for the following securities.
[Hint: Refer to the slide 3.2.3 Duration of a coupon
bond. Calculate (1) discount factors from semi-annually compounded
yields, (2) discounted cash flows, (3) weights, and (4) weighted
average of coupon dates.]
(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%.
Table 3.6 Yield Curve on March
15, 2000
Maturity
Yield
Maturity
Yield
Maturity
Yield
0.25
6.33%
2.75
6.86%
5.25
6.39%
0.50
6.49%
3.00
6.83%
5.50
6.31%
0.75
6.62%
3.25
6.80%
5.75
6.24%
1.00
6.71%
3.50
6.76%
6.00
6.15%
1.25
6.79%
3.75
6.72%
6.25
6.05%
1.50
6.84%
4.00
6.67%
6.50
5.94%
1.75
6.87%
4.25
6.62%
6.75
5.81%
2.00
6.88%
4.50
6.57%
7.00
5.67%
2.25
6.89%
4.75
6.51%
7.25
5.50%
2.50
6.88%
5.00
6.45%
7.50
5.31%