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Given this, please calculate the change in bond prices on Feb 4, 2022 relative to the corresponding prices on Feb 3, 2022. Assuming an expected

Given this, please calculate the change in bond prices on Feb 4, 2022 relative to the corresponding prices on Feb 3, 2022. Assuming an expected change in interest rate of 0.25%, what will be the sensitivity of the change in price to the change in interest rate – the interest rate risk of each type of the Treasury security? Produce a snippet of your Excel calculations here as your answer. Is there a positive or negative relationship between bond prices and interest rate?

DateMaturityMaturity DateCUSIPSecurity TypeCoupon RatePrice
2/3/20221 Mo3/8/2022912796S75Treasury Bill099.997333
2/3/20222 Mo4/5/2022912796T74Treasury Bill099.98
2/3/20223 Mo5/3/2022912796U72Treasury Bill099.956
2/3/20226 Mo8/4/2022912796S67Treasury Bill099.758667
2/3/20221 Yr1/31/202391282CBG5Treasury Note0.0012599.3125
2/3/20222 Yr1/31/20249128285Z9Treasury Note0.025102.5625
2/3/20223 Yr1/31/2025912828Z52Treasury Note0.0137599.875
2/3/20225 Yr1/31/2027912828Z78Treasury Note0.01599.25
2/3/20227 Yr1/31/202991282CDW8Treasury Note0.017599.78125
2/3/202210 Yr11/15/203191282CDJ7Treasury Note0.0137596.03125
2/3/202220 Yr2/15/2042912810QU5Treasury Bond0.03125115.34375
2/3/202230 Yr11/15/2051912810TB4Treasury Bond0.0187594.0625
2/4/20221 Mo3/8/2022912796S75Treasury Bill099.996778
2/4/20222 Mo4/5/2022912796T74Treasury Bill099.979417
2/4/20223 Mo5/3/2022912796U72Treasury Bill099.948056
2/4/20226 Mo8/4/2022912796S67Treasury Bill099.728056
2/4/20221 Yr1/31/202391282CBG5Treasury Note0.0012599.21875
2/4/20222 Yr1/31/20249128285Z9Treasury Note0.025102.3125
2/4/20223 Yr1/31/2025912828Z52Treasury Note0.0137599.5
2/4/20225 Yr1/31/2027912828Z78Treasury Note0.01598.6875
2/4/20227 Yr1/31/202991282CDW8Treasury Note0.017599.03125
2/4/202210 Yr11/15/203191282CDJ7Treasury Note0.0137595.125
2/4/202220 Yr2/15/2042912810QU5Treasury Bond0.03125113.6875
2/4/202230 Yr11/15/2051912810TB4Treasury Bond0.0187592.28125

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