Question: I NEED EXCEL FUNCTION AND ANSWER OF ONLY PART E , F , G Question 3 . A bond with a face value of $
I NEED EXCEL FUNCTION AND ANSWER OF ONLY PART EFG
Question A bond with a face value of $ and a maturity of exactly years pays an annual coupon of This bond is currently selling at an annual yieldtomaturity YTM of Answer the following questions for this bond.
Calculate the current price of the bond by discounting all the cash flows of the bond using the timeline method.
Calculate the modified duration of the bond without using any Excel builtin function.
Using modified Duration, calculate what would be the new price of the bond when YTM is
Using modified Duration, what is the percentage change in price from the original level found in part a when YTM is
Calculate the convexity of the bond without using any Excel builtin function.
Using the modified duration plus convexity model, what is the new price of the bond when YTM is
Using the modified duration plus convexity model, what is the percentage price change from the original level found in part a of the bond when YTM is
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