Doubts

Bond Duration Excercise 1 Mock Exam

Bond Duration Excercise 1 Mock Exam

by Roman Lorenz -
Number of replies: 2

Hello Julio,

I have a question about the Macaulay Duration formula you used to solve Excercise 1 in the Mock Exam.


I understand that I also have to discount the Face Value and the last Coupon when I apply from the formula sheet, what you did above.


However, I am struggling to understand why you multiply the number of periods with the sum out of the Face Value and the last Coupon when the theoretical formula is:


If I apply thhis formula as follows, I have a slightly different solution. Is my Idea the wrong approach?



Thanks in advance for your help.