You are the portfolio manager of a large company that invests in many securities including corporate bonds. You have been assigned the task of bond portfolio management. You are provided with the following data in relation to bonds:
Maturity period 8 years
Coupon rate 10%
Par value $1,000
Coupons on bonds are paid annually
Yield to maturity of bonds 8%
Calculate the Macualay’s duration, modified duration and convexity.
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