Given this, please calculate the change in bond prices on Feb 4, 2022 relative to the corresponding prices on Feb 3, 2022. Assuming an expected change in interest rate of 0.25%, what will be the sensitivity of the change in price to the change in interest rate – the interest rate risk of each type of the Treasury security? Produce a snippet of your Excel calculations here as your answer. Is there a positive or negative relationship between bond prices and interest rate?

Date	Maturity	Maturity Date	CUSIP	Security Type	Coupon Rate	Price
2/3/2022	1 Mo	3/8/2022	912796S75	Treasury Bill	0	99.997333
2/3/2022	2 Mo	4/5/2022	912796T74	Treasury Bill	0	99.98
2/3/2022	3 Mo	5/3/2022	912796U72	Treasury Bill	0	99.956
2/3/2022	6 Mo	8/4/2022	912796S67	Treasury Bill	0	99.758667
2/3/2022	1 Yr	1/31/2023	91282CBG5	Treasury Note	0.00125	99.3125
2/3/2022	2 Yr	1/31/2024	9128285Z9	Treasury Note	0.025	102.5625
2/3/2022	3 Yr	1/31/2025	912828Z52	Treasury Note	0.01375	99.875
2/3/2022	5 Yr	1/31/2027	912828Z78	Treasury Note	0.015	99.25
2/3/2022	7 Yr	1/31/2029	91282CDW8	Treasury Note	0.0175	99.78125
2/3/2022	10 Yr	11/15/2031	91282CDJ7	Treasury Note	0.01375	96.03125
2/3/2022	20 Yr	2/15/2042	912810QU5	Treasury Bond	0.03125	115.34375
2/3/2022	30 Yr	11/15/2051	912810TB4	Treasury Bond	0.01875	94.0625
2/4/2022	1 Mo	3/8/2022	912796S75	Treasury Bill	0	99.996778
2/4/2022	2 Mo	4/5/2022	912796T74	Treasury Bill	0	99.979417
2/4/2022	3 Mo	5/3/2022	912796U72	Treasury Bill	0	99.948056
2/4/2022	6 Mo	8/4/2022	912796S67	Treasury Bill	0	99.728056
2/4/2022	1 Yr	1/31/2023	91282CBG5	Treasury Note	0.00125	99.21875
2/4/2022	2 Yr	1/31/2024	9128285Z9	Treasury Note	0.025	102.3125
2/4/2022	3 Yr	1/31/2025	912828Z52	Treasury Note	0.01375	99.5
2/4/2022	5 Yr	1/31/2027	912828Z78	Treasury Note	0.015	98.6875
2/4/2022	7 Yr	1/31/2029	91282CDW8	Treasury Note	0.0175	99.03125
2/4/2022	10 Yr	11/15/2031	91282CDJ7	Treasury Note	0.01375	95.125
2/4/2022	20 Yr	2/15/2042	912810QU5	Treasury Bond	0.03125	113.6875
2/4/2022	30 Yr	11/15/2051	912810TB4	Treasury Bond	0.01875	92.28125

Answer rating: 100% (QA)

SOLUTION To calculate the change in bond prices on February 4 2022 relative to the corresponding prices on February 3 2022 we subtract the prices on F... View the full answer