For all the benchmark Treasury securities shown below, compute the PVBP (DV01) for $1 million par value. Show any relevant calculations (you can use Excel formulae and paste the cells with some explanations). Table 7.1: BENCHMARK YIELDS FOR SETTLEMENT ON SEPTEMBER 12, 2007 Maturity Date Coupon Yield to Maturity Clean Price Comments 8/31/2009 4.00% 3.933% ???? Two-year 5/15/2010 4.50% 3.945% ???? Three-year 8/31/2012 4.125% 4.056% ???? Five-year 8/15/2017 4.75% 4.364% ???? Ten-year 5/15/2037 5.00% 4.646% ???? Thirty-year

For all the benchmark Treasury securities shown below, compute the PVBP (DV01) for $1 million par value. Show any relevant calculations (you can use Excel formulae and paste the cells with some explanations). For all the benchmark Treasury securities shown below, compute the PVBP (DV01) for $1 million par value. Show any relevant calculations (you can use Excel formulae and paste the cells with some explanations)