Question: with formulas on excel please K M N o Optional Assignment #9 - Due 12/9 1 2 3 4 5 6 7 8 9 10
with formulas on excel please K M N o Optional Assignment #9 - Due 12/9 1 2 3 4 5 6 7 8 9 10 11 12 Current Bond Position: 7.5% semi-annual coupon 15-year Bond Price: 162.22 YTM: 2.5% Par Value: 1000 1. Create a table of inputs based on the bond above. Include the modified duration (1pts) 2. Re-evaluate the price of the bond for a 50, 100, and 200 bp decrease and increase. Put the results in a table like done in class. (2pts) 3. You table needs to have yield change, new yield, new price, price change, and new modified duration 4. Create a datatable that shows the variation in modified duration and percentage price change by yield (5pts) 5. Create 2 graphs visualizing the columns of the datatable. (2pts) 14 15 16 17 18 10 20 21 with formulas on excel please K M N o Optional Assignment #9 - Due 12/9 1 2 3 4 5 6 7 8 9 10 11 12 Current Bond Position: 7.5% semi-annual coupon 15-year Bond Price: 162.22 YTM: 2.5% Par Value: 1000 1. Create a table of inputs based on the bond above. Include the modified duration (1pts) 2. Re-evaluate the price of the bond for a 50, 100, and 200 bp decrease and increase. Put the results in a table like done in class. (2pts) 3. You table needs to have yield change, new yield, new price, price change, and new modified duration 4. Create a datatable that shows the variation in modified duration and percentage price change by yield (5pts) 5. Create 2 graphs visualizing the columns of the datatable. (2pts) 14 15 16 17 18 10 20 21
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
