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Please use excel and show your work. Please set up each problem as if it were a small Table 2 . 4 Yield Curve on
Please use excel and show your work. Please set up each problem as if it were a small Table Yield Curve on March
Yields calculated based on data from CRSP Daily Treasuriesmodel. That is you should have separate input and calculation sections. I should be able to change the inputs and still get the correct answer. You will also have to type some tables of interest rates into Excel. Also, use text boxes and the equation editor to summarize all calculations.
Question:
Using the semiannually compounded yield curve in Table price the following
securities:
cyear coupon bond paying quarterly
dyear coupon bond paying semiannually
eyear floating rate bond with zero spread and semiannual payments
hyear floating rate bond with basis point spread with semiannual payments
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