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In excel, please. Thank you. 3) There are four securities as summarized in the below table. Coupon Rate Bond (%) Maturity (in years) Par Value
In excel, please. Thank you.
3) There are four securities as summarized in the below table. Coupon Rate Bond (%) Maturity (in years) Par Value (in dollars) Market Values (in dollars) Yield to Maturity (%) 5.5% 5 $ 10,000 $ 9,786.74 6.00% B 4.25% 4 $ 20,000 $ 19.113.21 5.50% C 3.75% 3 $ 30,000 $ 29,170.32 4.75% D 5.625% 8 $ 40,000 $ 38.323.53 6.30% (1) Calculate the respective dollar durations for four securities. (2) Calculate the market-value-weighted yield. (3) Calculate the duration-dollar-weighted yield. 3) There are four securities as summarized in the below table. Coupon Rate Bond (%) Maturity (in years) Par Value (in dollars) Market Values (in dollars) Yield to Maturity (%) 5.5% 5 $ 10,000 $ 9,786.74 6.00% B 4.25% 4 $ 20,000 $ 19.113.21 5.50% C 3.75% 3 $ 30,000 $ 29,170.32 4.75% D 5.625% 8 $ 40,000 $ 38.323.53 6.30% (1) Calculate the respective dollar durations for four securities. (2) Calculate the market-value-weighted yield. (3) Calculate the duration-dollar-weighted yieldStep by Step Solution
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