Question: Given the following 4% bond. Today's date:March 30 th , 2006 Maturity date:January 31 st , 2010 Next coupon payment date:January, 31 st , 2007

Given the following 4% bond.

Today's date:March 30^th, 2006

Maturity date:January 31^st, 2010

Next coupon payment date:January, 31^st, 2007

Accrued Coupon ( millions):6356.16

Price:101.830

Yield moves up one basis point

Compute New Bond Price using Duration

102,429785 %

102,429793 %

102,465616 %

101,830000 %

Given the following 4% bond.

Today's date:March 30^th, 2006

Maturity date:January 31^st, 2010

Next coupon payment date:January, 31^st, 2007

Accrued Coupon ( millions):6356.16

Price:101.830

Yield moves up one basis point

Compute New Bond Price using Full Recomputation

102,429785 %

102,429793 %

102,465616 %

101,830000 %

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