Question
Problem 1: 5.74% of 2026GOI security is trading at 6.96 YTM. If the security experiences a 100 basis points hike. Calculate PV01 for 69 such
Problem 1: 5.74% of 2026GOI security is trading at 6.96 YTM. If the security experiences a 100 basis points hike. Calculate PV01 for 69 such securities. NOTE: Assume the face value of the security to be 100 . Problem 2: 2031, 6.68% GOI security with YTM 7.05% with a face value of 100 undergoes an increase in the YTM by 75 basis points. Calculate the PV01. NOTE: There is only one bond in this case. Problem 3: 7.72% 2032 SDL security is trading at 7.34% YTM undergoes a 10 Basis points dip. Calculate PV01 for 75 such securities. NOTE: Assume the face value of the security to be 100 . Problem 4: 5.63% 2026 GS trading at a YTM of
Problem 1: 5.74% of 2026 GOI security is trading at 6.96 YTM. If the security experiences a 100 basis points hike. Calculate PV01 for 69 such securities. NOTE: Assume the face value of the security to be 100 . Problem 2: 2031, 6.68\% GOI security with YTM 7.05\% with a face value of 100 undergoes an increase in the YTM by 75 basis points. Calculate the PV01. NOTE: There is only one bond in this case. Problem 3: 7.72\% 2032 SDL security is trading at 7.34% YTM undergoes a 10 Basis points dip. Calculate PV01 for 75 such securities. NOTE: Assume the face value of the security to be 100 . Problem 4: 5.63\% 2026 GS trading at a YTM of 6.94\%, Experiences a Dip of 25 Basis points. Calculate PV01 for 55 such securities. NOTE: Assume the face value of the security to be 100 . Instructions: how to solve it in an ExcelStep by Step Solution
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