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Evaluate the following pure-yield pickup swap: You currently hold a 20-year, AA-rated, 9.0 percent coupon bond priced to yield 11.0 percent. As a swap candidate,

Evaluate the following pure-yield pickup swap: You currently hold a 20-year, AA-rated, 9.0 percent coupon bond priced to yield 11.0 percent. As a swap candidate, you are considering a 20-year, AA-rated, 11 percent coupon bond priced to yield 11.5 percent. (Assume reinvestment at 11.5 percent.)

Can you tell me how to find the "i on one coupon", "principal value at year end", "total accrued", "Realized compound yield", and "value of swap".

thank you

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