Question: Please find the attachment to solve the question in it. Que 2: An Indian government bond with specification 8% GS 2033 is currently

 Please find the attachment to solve the question in it. Que

Please find the attachment to solve the question in it.

2: An Indian government bond with specification " 8% GS 2033 "

Que 2: An Indian government bond with specification " 8% GS 2033 " is currently trading in a market for Rs. 98.00. Suppose the bond will mature on 18 March 2033 and pays cash flows annually. (a) Find the Yield to Maturity (YTM) associated with a bond. (b) Find the Macaulay Duration and Modified Duration of the bond. Provide interpretation of the results. Do this in "Q2" sheet (empty sheet and you need to do the analysis in this empty sheet). Also write/paste the results on Mettl platform. (8 Marks)

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!