Question: Please I need help. Need to submit this assignment till 23:59 today. Will give a thumbs up for the answer! In an excel spreadsheet represent

Please I need help. Need to submit this assignment till 23:59 today. Will give a thumbs up for the answer!

In an excel spreadsheet represent a price-yield curve for two different coupon bonds. The first coupon bond, bond A, has a maturity of 2 years, coupon rate 10% and face value 1000 Eur. The second coupon bond, bond B, has a maturity of 6 years, coupon rate 10% and face value 1000 Eur. The third coupon bond, bond C, has a maturity of 10 years, coupon rate 10% and face value 1000 Eur Please answer the following questions, by using the example of the aforementioned coupon bonds:

a) What can you say about the duration and convexity of the coupon bonds A, B and C? b) Estimate convexity for coupon bonds A. B and C at the 12% and 24% discount rate!

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