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Calculate the yield to maturity of the two coupon bonds use the clean price Describe the term structure of these two interest rates calculated and

Calculate the yield to maturity of the two coupon bonds use the clean price

image text in transcribedimage text in transcribedDescribe the term structure of these two interest rates calculated and explain the observed term structure

Gilt Name Close of Business Date ISIN Type Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest Type: Conventional UKT 0.375 2020/9/30 GBOOBL68HH02 10/30 Conventional 0.375 2030/10/22 101.140 101.284467 0.260087 9.853927 0.144467 Gilt Name Close of Business Date ISIN Type Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest Type: Conventional UKT 1.75 2020/9/30 GBOOBZB26Y51 09/37 Conventional 1.750 2037/9/7 118.120 118.236022 0.621025 14.883980 0.116022 Gilt Name Close of Business Date ISIN Type Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest Type: Conventional UKT 0.375 2020/9/30 GBOOBL68HH02 10/30 Conventional 0.375 2030/10/22 101.140 101.284467 0.260087 9.853927 0.144467 Gilt Name Close of Business Date ISIN Type Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest Type: Conventional UKT 1.75 2020/9/30 GBOOBZB26Y51 09/37 Conventional 1.750 2037/9/7 118.120 118.236022 0.621025 14.883980 0.116022

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