A C B YTM = 7.819% Call Price Provision (1.E. ENTER 9/15/2018) INPUT Dates YTC 9/15/18 #NUM! Year Call Price Year 1 from Issuance Date= 104 Year 2 from Issuance Date= 103 9/15/18 9/15/18 Year 3 from Issuance Date= 102 101 9/15/18 3 Year 4 from Issuance Date= 4 6 YTW = 7 48 Current Yield = 49 50 Question 5 (15 points) 51 Given the following data, calculate the Price, Duration and Convexity of the 52 253 Face Value 1,000 254 Coupon Rate 9.000% 255 Yield 8.500% 256 Remaining Years to Maturity 257 Redemption Price 100 258 Frequency 2 259 260 CALCULATIONS 261 rime until 262 Payments Payment PV of Pmt % DI Weight A C B YTM = 7.819% Call Price Provision (1.E. ENTER 9/15/2018) INPUT Dates YTC 9/15/18 #NUM! Year Call Price Year 1 from Issuance Date= 104 Year 2 from Issuance Date= 103 9/15/18 9/15/18 Year 3 from Issuance Date= 102 101 9/15/18 3 Year 4 from Issuance Date= 4 6 YTW = 7 48 Current Yield = 49 50 Question 5 (15 points) 51 Given the following data, calculate the Price, Duration and Convexity of the 52 253 Face Value 1,000 254 Coupon Rate 9.000% 255 Yield 8.500% 256 Remaining Years to Maturity 257 Redemption Price 100 258 Frequency 2 259 260 CALCULATIONS 261 rime until 262 Payments Payment PV of Pmt % DI Weight