Bond A B Coupon 7 02 4 45 YTM(annualized) 5 60 5 00 5 years 5 years Maturity 2 2 Frequency (Semiannual Payments) Calculate convexivity, current yield, modified duration, effective yield, macaulay duration, total rate of return, and price for both bonds in excel ...

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Bond : A B Coupon 7.02% 4.45%

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Bond :		A	B

	Coupon	7.02%	4.45%
	YTM (annualized)	5.60%	5.00%
		5 years	5 years
	Maturity
		2	2
	Frequency: (Semiannual Payments)

Calculate convexivity, current yield, modified duration, effective yield, macaulay duration, total rate of return, and price for both bonds in excel

Related Book For answer-question

Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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Posted Date: Mar 18, 2024 12:52 PM

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Bond : A B Coupon 7.02% 4.45%

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Fixed Income Analysis

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