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I need excel calculation 1. Calculate the requested measures for bonds A and B (assume that each bond pays interest semiannually): A Coupon 11.0% 12%
I need excel calculation
1. Calculate the requested measures for bonds A and B (assume that each bond pays interest semiannually): A Coupon 11.0% 12% Yield to maturity 11.0% 11.50% Maturity (years) 5 7 Par $100.00 $100.00 Price $100.00 $102.36 a) Price value of a basis point (DV01) b) Macaulay duration c) Modified duration d) Convexity measure 1. Calculate the requested measures for bonds A and B (assume that each bond pays interest semiannually): A Coupon 11.0% 12% Yield to maturity 11.0% 11.50% Maturity (years) 5 7 Par $100.00 $100.00 Price $100.00 $102.36 a) Price value of a basis point (DV01) b) Macaulay duration c) Modified duration d) Convexity measureStep by Step Solution
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