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The following table gives the prices of bonds: Please show your work on excels. Face Value ($) Maturity (years) Annual Coupon ($) Coupon Frequency Bond
The following table gives the prices of bonds: Please show your work on excels.
Face Value ($) | Maturity (years) | Annual Coupon ($) | Coupon Frequency | Bond Price ($) |
$ 100.00 | 0.5 | $ 0.0 | 0 | $ 98.00 |
$ 100.00 | 1 | $ 0.0 | 0 | $ 95.00 |
$ 100.00 | 1.5 | $ 6.20 | 2 | $ 101.00 |
$ 100.00 | 2 | $ 8.00 | 2 | $ 104.00 |
Please show your work on excels.
- Calculate zero rates for maturities of 6 months, 12 months, 18 months, and 24 months.
- What are the forward rates for the periods: 6 months to 12 months, 12 months to 18 months, 18 months to 24 months?
- What are the 6-month, 12-month, 18-month, and 24-month par yields for bonds that provide semiannual coupon payments?
- Estimate the price and yield of a two-year bond providing a semiannual coupon of 7% per annum.
- Please show your work on excels.
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