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Explain how to calculate the interest rates on these financial instruments on September 30, 2020. Provide details for the steps and your results. Describe the
Explain how to calculate the interest rates on these financial instruments on September 30, 2020. Provide details for the steps and your results. Describe the term structure of these two interest rates calculated, and use the theories of the term structure you learned from the module to explain the observed term structure
Gilt Name Close of Business ISIN Type UKT 0.375 10/30 2020/9/30 GBOOBL68HHO2 Conventional Gilt Name Close of Business ISIN Type UKT 1.75 09/37 2020/9/30 GBOOBZB26Y51 Conventional Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest 0.375 2030/10/22 101.14 101.284467 0.260087 9.853927 0.144467 Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest 1.75 2037/9/7 118.12 118.236022 0.621025 14.88398 0.116022 Gilt Name Close of Business ISIN Type UKT 0.375 10/30 2020/9/30 GBOOBL68HHO2 Conventional Gilt Name Close of Business ISIN Type UKT 1.75 09/37 2020/9/30 GBOOBZB26Y51 Conventional Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest 0.375 2030/10/22 101.14 101.284467 0.260087 9.853927 0.144467 Coupon Maturity Clean Price Dirty Price Yield Mod Duration Accrued Interest 1.75 2037/9/7 118.12 118.236022 0.621025 14.88398 0.116022Step by Step Solution
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