Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

with formulas on excel please K M N o Optional Assignment #9 - Due 12/9 1 2 3 4 5 6 7 8 9 10

image text in transcribed
with formulas on excel please K M N o Optional Assignment #9 - Due 12/9 1 2 3 4 5 6 7 8 9 10 11 12 Current Bond Position: 7.5% semi-annual coupon 15-year Bond Price: 162.22 YTM: 2.5% Par Value: 1000 1. Create a table of inputs based on the bond above. Include the modified duration (1pts) 2. Re-evaluate the price of the bond for a 50, 100, and 200 bp decrease and increase. Put the results in a table like done in class. (2pts) 3. You table needs to have yield change, new yield, new price, price change, and new modified duration 4. Create a datatable that shows the variation in modified duration and percentage price change by yield (5pts) 5. Create 2 graphs visualizing the columns of the datatable. (2pts) 14 15 16 17 18 10 20 21 with formulas on excel please K M N o Optional Assignment #9 - Due 12/9 1 2 3 4 5 6 7 8 9 10 11 12 Current Bond Position: 7.5% semi-annual coupon 15-year Bond Price: 162.22 YTM: 2.5% Par Value: 1000 1. Create a table of inputs based on the bond above. Include the modified duration (1pts) 2. Re-evaluate the price of the bond for a 50, 100, and 200 bp decrease and increase. Put the results in a table like done in class. (2pts) 3. You table needs to have yield change, new yield, new price, price change, and new modified duration 4. Create a datatable that shows the variation in modified duration and percentage price change by yield (5pts) 5. Create 2 graphs visualizing the columns of the datatable. (2pts) 14 15 16 17 18 10 20 21

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Tidy Finance With R

Authors: Christoph Scheuch, Stefan Voigt, Patrick Weiss

1st Edition

1032389346, 978-1032389349

More Books

Students also viewed these Finance questions

Question

Define a budget deficit. How does it differ from a budget surplus?

Answered: 1 week ago

Question

What are the objectives of Human resource planning ?

Answered: 1 week ago

Question

Explain the process of Human Resource Planning.

Answered: 1 week ago

Question

1. Organize and support your main points

Answered: 1 week ago

Question

3. Move smoothly from point to point

Answered: 1 week ago

Question

5. Develop a strong introduction, a crucial part of all speeches

Answered: 1 week ago