ASSIGNMENT:

We assume the following:

Date convention is ACT$/365$

The pricing date is $16$ January $2024$

The interest rate remains flat over the next at $6\mathrm{.}05\%$ NACA until $31$ Dec $2024.$

The R$186$ pays a coupon of $10\mathrm{.}5\%$ p$.$a$.$ semi$-$annually in arrears on $21$ June and $21$ December, with books closed dates on

$21$ May and $21$ November. It matures on $21$ December $2026.$ The Bond Yield is $9\mathrm{.}348\%$Let's consider a pricing date of $13$ October $2020$ and a nominal of $100$ million Rand

Build an interest flow table of the coupons at each reset date

Calculate the discounted cash flows as of pricing date for each reset date

Calculate the Bond clean price

Calculate the Bond dirty Price

Please do this properly and show steps on how to do this in excel