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Current Bond Position: 7.5% semi-annual coupon 15-year Bond Price: 162.22 YTM: 2.5% Par Value: 1000 1. Create a table of inputs based on the bond

Current Bond Position: 7.5% semi-annual coupon 15-year Bond Price: 162.22 YTM: 2.5% Par Value: 1000 1. Create a table of inputs based on the bond above. Include the modified duration. (1pts) 2. Re-evaluate the price of the bond for a 50, 100, and 200 bp decrease andincrease. Put the results in a table like done in class. (2pts) 3. You table needs to have yield change, new yield, new price, %price change, and new modified duration. 4. Create a datatable that shows the variation in modified duration and percentage price change by yield. (5pts) 5. Create 2 graphs visualizing the columns of the datatable. (2pts)

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To perform these calculations and create the required tables and graphs follow the steps below 1 Table of Inputs and Calculation of Modified Duration ... blur-text-image

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