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A B D E F G 95 96 Question 5 (10 points) Given the following data, calculate the Price, Duration and Convexity of the Bond:

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A B D E F G 95 96 Question 5 (10 points) Given the following data, calculate the Price, Duration and Convexity of the Bond: 97 98 99 100 101 INPUT Face Value Coupon Rate Yield Remaining Years to Maturity Redemption Price Frequency 1,000 8.000% 9.250% 3 102 103 104 100 2 105 106 107 108 109 110 CALCULATIONS Time until Maturity Pavments 1 Pavment PV Pmt % Weight Duration (Years) Factor Years Convexity Calc 111 2 112 3 4 113 114 5 115 6 116 7 117 8 118 9 119 10 120 Total 121 Prices Duration: Convexity= 122 123

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