Question: Please help me solve these problems for this bond: Please show any work APPLE INC. AAPL5455692 Callable Corporate Bond Coupon: 3.350 Expiration: 08/08/2032 Price: 90.266

Please help me solve these problems for this bond:

Please help me solve these problems for this bond: Please show anyPlease show any work

APPLE INC. AAPL5455692 Callable Corporate Bond Coupon: 3.350 Expiration: 08/08/2032 Price: 90.266 Yield: 4.602 2. Calculate the price of each bond six months from now given no changes in the yield curve. Bond life is now assumed to be shorter in its life by 6 months (time to maturity decreases). 3. Recalculate the price of each bond today (no change in time to maturity) if (i) interest rates (YTMs) increased by 1% and if (ii) interest rates (YTMs) decreased by 1%. Show and report your two calculation results for each bond. Explain the price behavior. 4. Calculate the Macaulay duration of each the bond (i) today and as if we have moved (ii) forward in time six months (4 calculations total, 2 bonds 2 calculations each). 5. Using the duration measures from 4 recalculate your price estimates given the market interest rate change of i) +1% and ii) 1% with no change in time to maturity (2 bonds 2 calculations). Show and report your results. Explain what you get here versus the results you calculated in \#3 above. APPLE INC. AAPL5455692 Callable Corporate Bond Coupon: 3.350 Expiration: 08/08/2032 Price: 90.266 Yield: 4.602 2. Calculate the price of each bond six months from now given no changes in the yield curve. Bond life is now assumed to be shorter in its life by 6 months (time to maturity decreases). 3. Recalculate the price of each bond today (no change in time to maturity) if (i) interest rates (YTMs) increased by 1% and if (ii) interest rates (YTMs) decreased by 1%. Show and report your two calculation results for each bond. Explain the price behavior. 4. Calculate the Macaulay duration of each the bond (i) today and as if we have moved (ii) forward in time six months (4 calculations total, 2 bonds 2 calculations each). 5. Using the duration measures from 4 recalculate your price estimates given the market interest rate change of i) +1% and ii) 1% with no change in time to maturity (2 bonds 2 calculations). Show and report your results. Explain what you get here versus the results you calculated in \#3 above

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