Question: 19 So Question 5.115 points) 51 Slven the following data, calculate the price, Duration and Convexity of the Bond: 52 53 Face Value 1,000 54
19 So Question 5.115 points) 51 Slven the following data, calculate the price, Duration and Convexity of the Bond: 52 53 Face Value 1,000 54 Coupon Rate 9.000% 255 rield 8.500% 4 256 Remaining Years to Maturity 257 Redemption Price 100 258 Frequency 2 759 260 CALCULATIONS 261 Time until Payment PV of Pmt % Duration Factor years 262 Payments Weight (Years) 263 1 45.000 Convexity Calc 264 Z 45.000 265 3 45.000 266 4 45.000 1 1 1 267 5 45.000 268 6 45.000 1 1 269 7 45.000 270 8 45.000 1,045,000 1 Total Convexity Price Duration 272 273 274 275 276 277 278 Sheet + Select destination and press ENTER or choose Paste ESC
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
