A bond has a Duration (not Modified) of 4.2 years and is priced at 99.50. Its yield is 3%. How much will its price change if the yield increases to 3.3%? Use this data for the next 2 questions also.

Bonds often pay a coupon twice a year. for the valuation of bonds that make semiannual payments, the number of periods doubles, whereas the amount of cash flow decreases by half. using the values of cash flows and number of periods, the valuation model is adjusted accordingly. assume that a $1,000,000 par value, semiannual coupon us treasury note with three years to maturity has a coupon rate of 3%. the yield to maturity (ytm) of the bond is 7.70%. using this information and ignoring the other costs involved, calculate the value of the treasury note:

Your own record of all your transactions. a. check register b. account statement

In macroeconomics, to study the aggregate means to study blank