Question: Input Bond X: Coupon rate 8.0% Face value 100 Coupons per year 2 Years to maturity 12 Current price 100 Bond Y: Coupon rate 4.5%
| Input | ||||
| Bond X: | ||||
| Coupon rate | 8.0% | |||
| Face value | 100 | |||
| Coupons per year | 2 | |||
| Years to maturity | 12 | |||
| Current price | 100 | |||
| Bond Y: | ||||
| Coupon rate | 4.5% | |||
| Face value | 100 | |||
| Coupons per year | 2 | |||
| Years to maturity | 7 | |||
| Current price | 100 | |||
| Calculation & Output | ||||
| Question 11 | ||||
| Increase in interest rate | 2.5% | |||
| New YTM Bond X | ||||
| New Price of Bond X | ||||
| Net YTM Bond Y | ||||
| New Price of Bond Y | ||||
| % change in Bond X | ||||
| % change in Bond Y |
If you can show the formulas in excel
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