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20 November, 13:37

What's the formula to find duration/years to recoup an investment

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  1. 20 November, 16:14
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    The formula is complicated, but what it boils down to is: Duration = Present value of a bond's cash flows, weighted by length of time to receipt and divided by the bond's current market value. For example, let's calculate the duration of a three-year, $1,000 Company XYZ bond with a semiannual 10% coupon.
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