Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

how do you get the calculation of E7 & E8 for the new price if YTM changes and % Price change using excel cell formula

how do you get the calculation of E7 & E8 for the new price if YTM changes and % Price change using excel cell formula calculations? image text in transcribed
image text in transcribed
7.30) Called on date in cell 08. 5.37 "Put on the date in cell B10 Inputs Settlement Maturity Annual Coupon rate Maturity value, % of par Current price, % of par Call price, % of par First callable on Put price, of par Putable on Coupons per year Basis Yield change (for E7) 9/30/2019 9/30/2031 7.00% 100 103.25 105 9/30/2022 Yleld to maturity Yleld to first call Yield to put Macaulay Duration Modified Duration New Price If YTM changes by amount in B13 % Price Change If YTM changes by % in B13 8.11 97.09 -5.09% Actual (not estimated by dur-n) 9/30/2024 0.65% Information to compute total return Number of reinvested coupons Annual coupon reinvest.rate Selling price, % of par 4.60% 102.50 Total return computation FV of reinvested coupons, % of par Total accumulated, % of par Annualized total return 25 26 128.76 6.41% Use Excel functions whenever possible. Refer to cells rather than input numerical values! I grade procedures, not answers, you will lose points if your output (answers) does not change when the relevant inputs change. You should not have anything in cells other than the shaded ones (ie, no intermediate computations are needed) MacBook Air at AutoSun Recent Francis Logical Taut a la Lookup Math holder Mot o r Creats trom Selection Show Prep = x fe 9 i Tec et price of 13 intelor Pie Change M y 13 1 Coupons per 13 Yield change for ET) par 15 Information to compute r 16 Number of reinvested coupons 17 Annual coupon reinvestre 18 Saling price of par 40 10250 Privescore Total accumulated of par Andrer Use Excel functions whenever o f erta carter than intercal a de procedures not you will lose points your output does not change when the relevant i s change You should not have anything in other than th e ones , computation needed) Prices Y our +

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Understanding The Finance Of Welfare

Authors: Howard Glennerster

2nd Edition

1847421091, 978-1847421098

More Books

Students also viewed these Finance questions