Treasury bond

2010: What is the duration of a five-year, $1,000 Treasury bond with a 10 percent semiannual coupon selling at par? Selling with a yield to maturity of 12 percent? 14 percent? What can you conclude about the relationship between duration and yield to maturity? Plot the relationship. Why does this relationship exist?

There is a bar graph chart that should also be generated by EXCEL 2010 using this data for "Duration and YTM" Duration & YTM Years 4.08 4.0539 4.04 4.00 4.0113 3.96 3.9676 3.92 0.10 0.12 0.14 Yield To Maturity