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You are provided with the following Treasury Bond quotes: Settlement date Issue Date Maturity Coupon Bid Asked Ask Yield 9/19/2014 11/15/2013 11/15/2015 9.875% 111.0859 111.1094

You are provided with the following Treasury Bond quotes:

Settlement date

Issue Date

Maturity

Coupon

Bid

Asked

Ask Yield

9/19/2014

11/15/2013

11/15/2015

9.875%

111.0859

111.1094

0.173

9/19/2014

4/30/2013

4/30/2016

2.625&

103.5078

103.5313

0.416

Compute the Modified duration of a portfolio of $10 million par of each of the above two bonds.

Compute the PVBP of a portfolio of $10 million par of each of the above two bonds.

Compute the Duration of a portfolio of $10 million par of each of the above two bonds.

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