Part $1$: Consider the following note that pays coupons on a semi$-$annual basis.

Note matures $\frac{8}{15}\frac{?}{2031}$ with a foupon rate of $4\mathrm{.}75\%.$

Settlement date is $\frac{12}{15}\frac{?}{2023}$ and the quoted price is $102-7($percent of par with fraction in $32nds).$

Use the YIELD function in Excel to calculate the Yield to Maturity. Verify in Excel that you calculated the right yield by adding up the discounted individual cash flows with the result from the YIELD function $($use $\frac{30}{360}$ day count$).$

Part $2$: Consider the following floating rate note that pays coupons on a quarterly basis.

Note matures in $4$ years

Quarterly coupon rate $=\frac{\text{S}\text{O}\text{F}\text{R}+3\mathrm{.}00\%}{4}$

The quoted price is $98-11($percent of par with fraction in $32nds)$

Calculate the discount margin for the loan based on the traded price. Assume a SOFR rate of $5\mathrm{.}50\%$ for the first two years and a SOFR rate of $4\mathrm{.}50\%$ for years three and four.

Part $3$: Consider the following seven$-$year fixed rate note that pays on a semi$-$annual basis.

Note matures $\frac{1}{12}\frac{?}{2031}$ with a coupon rate of $7\mathrm{.}00\%$

Settlement date is $\frac{1}{12}\frac{?}{2024},$ and the quoted price is par.

Calculate a price sensitivity table for changes in yield and maturity. Your sensitivity table should contain percentage change in price for each yield and maturity combination. $6$ different maturities and $7$ different yields create a table with $42$ cells.