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Which has a longer macaulays duration a 1 million face

Which has a longer Macaulay's duration:

a $ 1 million face value zero coupon bond with a two- year maturity and a yield of 6 percent, or

a $ 1 million face value coupon bond with a two- year maturity that pays 6 percent coupon interest?

Explain your reasoning.

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Financial Management: Which has a longer macaulays duration a 1 million face

Reference No:- TGS01178233

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