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A bond portfolio named VEX, comprises four bonds ( face value = $ 1 0 0 0 ) : 1 ) 1 0 0 semi
A bond portfolio named VEX, comprises four bonds face value$: semiannual bond, year maturity, a coupon rate of annual bonds, year maturity, coupon bond. zero coupon bonds, year maturity. zero coupon bonds, year maturity. According to the durationprice formula with Macaulays duration D if the yield increases from to the VEXs market value should fall by how much $ credit Calculate each bonds convexity using Excel template. Then calculate VEXs portfolio convexity detailed calculation of each bonds convexity must be presented Bond semiannual coupon bond: Bond annual coupon bond: Bond zero coupon bond: Bond zero coupon bond: Considering VEXs convexity, when the yield increases from to the VEXs market value should fall by how much $ credit What is the difference of price drop between a formula with and without convexity? credit Repeat question and if the yield decreases from to credit Please only use and show formulas in excel
A bond portfolio named VEX, comprises four bonds face value$:
semiannual bond, year maturity, a coupon rate of
annual bonds, year maturity, coupon bond.
zero coupon bonds, year maturity.
zero coupon bonds, year maturity.
According to the durationprice formula with Macaulays duration D if the yield increases from to the VEXs market value should fall by how much $ credit
Calculate each bonds convexity using Excel template. Then calculate VEXs portfolio convexity detailed calculation of each bonds convexity must be presented
Bond semiannual coupon bond:
Bond annual coupon bond:
Bond zero coupon bond:
Bond zero coupon bond:
Considering VEXs convexity, when the yield increases from to the VEXs market value should fall by how much $ credit
What is the difference of price drop between a formula with and without convexity? credit
Repeat question and if the yield decreases from to credit
Please only use and show formulas in excel
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