The project is spreadsheet problems solving. It is necessary to turn in soft copy of the excel solution. It should be well organized and easy to follow.

Question 1

A Treasury bond that settles on August 10, 2013, matures on April 15, 2018. The coupon rate is 5.6 percent and the quoted price is 104. What is the bonds yield maturity?

Question 2

A bond that settle on June 7, 2013, matures on July 1, 2033, and may be called at any time after July, 2023, at a price of 103. The Coupon rate on the bond is 5 percent and the price if 113.00.what is the yield to maturity and yield to call on this bond?

Question 3

A treasury bond that settles on November 18, 2013, matures on April 30, 2032. The coupon rate is 6.3 percent and the bond has a 5.45 yield to maturity. What are the Macaulay duration and modified duration?