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Please Show Work Answers are to be entered in the yellow-shaded areas. Macaulay Modified duration, duration using using the MDURATION DURATION function FUNCTION Yield (%),

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Answers are to be entered in the yellow-shaded areas. Macaulay Modified duration, duration using using the MDURATION DURATION function FUNCTION Yield (%), using Modified duration, YIELD function using formula Bond A Bond B Bond C Total Face value per unit Settlement date ($) 8/10/2020 100 8/10/2020 100 8/10/2020 100 Total face value ($) 10,000,000 5,000,000 15,000,000 Price (clean, $) 88.50 111.00 94.70 Coupon (%) 5% 12% 6% Maturity date 7/4/2026 3/16/2024 10/10/2025 Duration (years) 4.41 2.31 3.61 Change in yield (%) 0.1% Time from settlement to last coupon (years) Accrued interest ($) Change in portfolio Change in price ($) value ($) Last coupon Dirty price ($) Investment ($) Bond A Bond B Bond C Total Answers are to be entered in the yellow-shaded areas. Macaulay Modified duration, duration using using the MDURATION DURATION function FUNCTION Yield (%), using Modified duration, YIELD function using formula Bond A Bond B Bond C Total Face value per unit Settlement date ($) 8/10/2020 100 8/10/2020 100 8/10/2020 100 Total face value ($) 10,000,000 5,000,000 15,000,000 Price (clean, $) 88.50 111.00 94.70 Coupon (%) 5% 12% 6% Maturity date 7/4/2026 3/16/2024 10/10/2025 Duration (years) 4.41 2.31 3.61 Change in yield (%) 0.1% Time from settlement to last coupon (years) Accrued interest ($) Change in portfolio Change in price ($) value ($) Last coupon Dirty price ($) Investment ($) Bond A Bond B Bond C Total

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