Modified Duration - Calculation Example
Hi Graham,
Just want to clarify that the calculation in the wiki page regarding modified duration, the modified duration should be 3.856,right? I assume it should be 3.9139/1.015.
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Hi Graham,
Just want to clarify that the calculation in the wiki page regarding modified duration, the modified duration should be 3.856,right? I assume it should be 3.9139/1.015.
Comments
Oops, yes. I had the decimal in the wrong place. I've corrected it. Thanks!