Independent solution
How to solve this Macaulay and Modified Duration question
Setup
Setup
Let i be the common annual yield. For either bond, Macaulay duration equals modified duration multiplied by one plus i.
Model
Model
Since i is positive, Macaulay duration exceeds its own modified duration. The value d lies between a and b, so it must pair with modified duration a.
Compute
Compute
Use the common multiplier on the bond whose modified duration is b.
Answer
Answer
The required expression is bd divided by a, which is choice A.