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(1) Calculate the respective dollar durations for four securities. (2) Calculate the market-value-weighted yield. (3) Calculate the duration-dollar-weighted yield. Please provide answers in exel Coupon
(1) Calculate the respective dollar durations for four securities.
(2) Calculate the market-value-weighted yield.
(3) Calculate the duration-dollar-weighted yield.
Please provide answers in exel
Coupon Rate Maturity (in Bond (%) years) Par Value (in dollars) Market Values (in dollars) $ 9,786.74 Yield to Maturity (%) A 5.5% 5 $ 10,000 6.00% B 4.25% 4 $ 20,000 $ 19.113.21 5.50% 3.75% 3 $ 30,000 $ 29,170.32 4.75% D 5.625% 8 $ 40,000 $ 38.323.53 6.30% Coupon Rate Maturity (in Bond (%) years) Par Value (in dollars) Market Values (in dollars) $ 9,786.74 Yield to Maturity (%) A 5.5% 5 $ 10,000 6.00% B 4.25% 4 $ 20,000 $ 19.113.21 5.50% 3.75% 3 $ 30,000 $ 29,170.32 4.75% D 5.625% 8 $ 40,000 $ 38.323.53 6.30%Step by Step Solution
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