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What is Macaulay Duration of Bonds Analysis about?

1) The document provides solutions to three questions regarding bond pricing and arbitrage opportunities. 2) For the first question, spot interest rates are computed from the prices of three bonds to be 2.56%, 5.20%, and 4.22% for 1, 2, and 3 years respectively. 3) The second question identifies an arbitrage opportunity between four bonds and provides a trading strategy that buys some bonds and shorts another to lock in a $100 profit today with no future cash flows. 4) The third question prices a 5-year

Author

Ashish Malhotra

Language

EN