MaturityDiscot Theta 0.5 0.6 0.7 0.8 0.9 1.0 1.5 2.0 2.5 3.0 0.960393 0.078407 0.952569 0.078075 0.944779 0.937022 0.077398 0.929299 0.077053 0.921611 0.076705 0.883704 0.074908 0.846717 0.073029 0.810686 0.071083 0.775643 0.069081 Part a. Give a good approximate value for theta for the bond that matures in 0.7 ars Part b. Consider a two year coupon bond with an annual coupon yield of 30% The face value is $1000.00. The coupon payments are semi-annual. The next coupon occurs 6 months from today If the bond is sold, assume the seller does not receive accrued interest What is the theta for this coupon bond? Part c. Based on your value for theta, what is the approrimate capital gain or loss from holding this security for 1 month from today. (Assume the discount function is the same next month as it is now.) MaturityDiscot Theta 0.5 0.6 0.7 0.8 0.9 1.0 1.5 2.0 2.5 3.0 0.960393 0.078407 0.952569 0.078075 0.944779 0.937022 0.077398 0.929299 0.077053 0.921611 0.076705 0.883704 0.074908 0.846717 0.073029 0.810686 0.071083 0.775643 0.069081 Part a. Give a good approximate value for theta for the bond that matures in 0.7 ars Part b. Consider a two year coupon bond with an annual coupon yield of 30% The face value is $1000.00. The coupon payments are semi-annual. The next coupon occurs 6 months from today If the bond is sold, assume the seller does not receive accrued interest What is the theta for this coupon bond? Part c. Based on your value for theta, what is the approrimate capital gain or loss from holding this security for 1 month from today. (Assume the discount function is the same next month as it is now.)