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NVIDIA CORP NVDA4971917 Callable Corporate Bond Coupon: 3.500 Expiration: 04/01/2040 Price: 79.175 Yield: 5.356 2. Calculate the price of each bond six months from now given no changes in the yield curve. Bond life is now assumed to be shorter in its life by 6 months (time to maturity decreases). 3. Recalculate the price of each bond today (no change in time to maturity) if (i) interest rates (YTMs) increased by 1% and if (ii) interest rates (YTMs) decreased by 1%. Show and report your two calculation results for each bond. Explain the price behavior. 4. Calculate the Macaulay duration of each the bond (i) today and as if we have moved (ii) forward in time six months (4 calculations total, 2 bonds 2 calculations each). 5. Using the duration measures from 4 recalculate your price estimates given the market interest rate change of i) +1% and ii) 1% with no change in time to maturity (2 bonds 2 calculations). Show and report your results. Explain what you get here versus the results you calculated in \#3 above. NVIDIA CORP NVDA4971917 Callable Corporate Bond Coupon: 3.500 Expiration: 04/01/2040 Price: 79.175 Yield: 5.356 2. Calculate the price of each bond six months from now given no changes in the yield curve. Bond life is now assumed to be shorter in its life by 6 months (time to maturity decreases). 3. Recalculate the price of each bond today (no change in time to maturity) if (i) interest rates (YTMs) increased by 1% and if (ii) interest rates (YTMs) decreased by 1%. Show and report your two calculation results for each bond. Explain the price behavior. 4. Calculate the Macaulay duration of each the bond (i) today and as if we have moved (ii) forward in time six months (4 calculations total, 2 bonds 2 calculations each). 5. Using the duration measures from 4 recalculate your price estimates given the market interest rate change of i) +1% and ii) 1% with no change in time to maturity (2 bonds 2 calculations). Show and report your results. Explain what you get here versus the results you calculated in \#3 above