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Maturity Coupon Rate Coupon Payment Issue Date YTM 1 YTM 2 YTM 3 YTM 4 YTM 5 YTM 6 YTM 7 YTM 8 YTM
Maturity Coupon Rate Coupon Payment Issue Date YTM 1 YTM 2 YTM 3 YTM 4 YTM 5 YTM 6 YTM 7 YTM 8 YTM 9 YTM 10 Bond A 3 Years 5.00% Semi-Annually Bond B 5 Years 7.00% Bond C 7 Years Bond D 10 Years 9.00% 12.00% Semi-Annually Quarterly Annually 6/11/2022 10/22/2022 8/11/2021 9/15/2020 2.00% 10.00% 5.00% 8.00% 3.00% 9.00% 7.00% 2.00% 2.00% 7.00% 9.00% 7.00% 8.00% 4.00% 5.00% 7.00% 3.00% 5.00% 9.00% 9.00% 3.00% 7.00% 4.00% 6.00% 12.00% 13.00% 9.00% 4.00% 4.00% 9.00% 14.00% 11.00% 5.00% 7.00% 9.00% 10.00% 16.00% 6.00% 7.00% 15.00% 1. Calculate Accrued Interests for Each Bond by the Date of 01/01/2023 2. Calculate the Price for the Bonds for the First day of every year till Maturity Year 3. Calculate Macaulay's Duration and Modified Duration for the First Day of Every Year till Maturity Year 4. Calculate the return by the end of the period, taking the reinvestment of the realized coupon in YTM rate into consideration 5. Consider selling the bonds exactly 1 Year before the maturity, calculate the price difference between BUY and SELL prices, if you have bought the paper on the initial auction at Par
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