Question: I would also need the New Price if YTM changes by amount in B13 A B C D E F H. 1 6.60% *Called on
I would also need the New Price if YTM changes by amount in B13
A B C D E F H. 1 6.60% *Called on date in cell B8. 1*Put on the date in cell B10 8.38 8.11 -22.82 * Actual (not estimated by dur-n) Inputs Output 2 Settlement 9/30/19 Yield to maturity 3 Maturity 9/30/31 Yield to first call 4 Annual Coupon rate 7.00% Yield to put 5 Maturity value, % of par 100 Macaulay Duration 6 Current price, % of par 103.25 Modified Duration 7 Call price, % of par 105 New Price if YTM changes by amount in B13 8 First callable on 9/30/22 % Price Change if YTM changes by % in B13 9 Put price, % of par 95 10 Putable on 9/30/24 11 Coupons per year 2 12 Basis 1 13 Yield change (for E7) 0.65% 14 15 Information to compute total return Total return computation 16 Number of reinvested coupons 7 FV of reinvested coupons, % of par 17 Annual coupon reinvest.rate 4.60% Total accumulated, % of par 18 Selling price, % of par 102.50 Annualized total return 19 20 21 Use Excel functions whenever possible. Refer to cells rather than input numerical values! I grade procedures, 22 not answers; you will lose points if your output (answers) does not change when the relevant inputs change. 23 24 You should not have anything in cells other than the shaded ones (i.e., no intermediate computations are 25 needed)! 26 27 28 29 30 31 32 33 34 A B C D E F H. 1 6.60% *Called on date in cell B8. 1*Put on the date in cell B10 8.38 8.11 -22.82 * Actual (not estimated by dur-n) Inputs Output 2 Settlement 9/30/19 Yield to maturity 3 Maturity 9/30/31 Yield to first call 4 Annual Coupon rate 7.00% Yield to put 5 Maturity value, % of par 100 Macaulay Duration 6 Current price, % of par 103.25 Modified Duration 7 Call price, % of par 105 New Price if YTM changes by amount in B13 8 First callable on 9/30/22 % Price Change if YTM changes by % in B13 9 Put price, % of par 95 10 Putable on 9/30/24 11 Coupons per year 2 12 Basis 1 13 Yield change (for E7) 0.65% 14 15 Information to compute total return Total return computation 16 Number of reinvested coupons 7 FV of reinvested coupons, % of par 17 Annual coupon reinvest.rate 4.60% Total accumulated, % of par 18 Selling price, % of par 102.50 Annualized total return 19 20 21 Use Excel functions whenever possible. Refer to cells rather than input numerical values! I grade procedures, 22 not answers; you will lose points if your output (answers) does not change when the relevant inputs change. 23 24 You should not have anything in cells other than the shaded ones (i.e., no intermediate computations are 25 needed)! 26 27 28 29 30 31 32 33 34
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