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In calculating the coupon rate for the new bond I calculated using 5.57 as the rate and 107.81 as the market value and got 3.94% and then realised it’s differnt from the solution for the question by the 0.37 basis points.
Then I re-calculated using 5.20 asthe rate and 107.08 as MV and got 3.54% differnt to the solution by .03
In the exam if I chose any of these ways would it be correct? As the Macaulay Duration would be calculated based on this……
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