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5 Given the following 4% bond. Todays date: March 30 th , 2006 Maturity date: January 31 st , 2010 Next coupon payment date: January,

5 Given the following 4% bond.

Todays date: March 30th, 2006

Maturity date: January 31st, 2010

Next coupon payment date: January, 31st, 2007

Accrued Coupon ( millions): 6356.16

Price: 101.830

Yield moves up one basis point

Compute New Bond Price using Full Recomputation

101,830000 %

102,465616 %

102,429793 %

102,429785 %

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