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HIW TI HOw to calculate the weight in this excel AND actual change in this problem . Thank you so much. Preview File Edit View
HIW TI HOw to calculate the weight in this excel AND actual change in this problem
. Thank you so much.
Preview File Edit View Go Tools Window Help o 88% (4) Tue 1:33 PM Q O IMG_4422.JPG G Q Search Weight x Time (Years)^2+t PV*(t^2+1) Period Years 2/15/2020 2/15/2021 2/15/2022 2/15/2023 2/15/2024 2/15/2025 Cash Flow 1 $ 2 $ 3 $ 4 $ 5 $ 6 $ Yield 45.00 45.00 45.00 45.00 45.00 1,045.00 Price Present Value Weight 2.33% $ 43.98 2.36% $ 43.96 2.34% $ 43.97 2.32% $ 43.98 2.35% $ 43.97 2.42% $ 1,020.31 $ 1,240.16 Duration Modfied Duration 0 0 O Convexity jettlement date Par Value Coupon Rate YTM 2/15/19 $ 1,000.00 4.5000% 0.4360% Change in Price Change in interest rates Duration only Duration + Convexity Actual Change -75bp -0.75000% 0.00000% 0.00000% #NUMI -150bp -1.50000% 0.00000% 0.00000% #NUM! 7 8 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 their Low End and Traditional products, resulting in O Focus 70,358 16 WStep by Step Solution
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