Question: with formulas on excel please z 4 0 D E F G H 1 - K 3 M N O 1 2 3 Optional Assignment

with formulas on excel please
with formulas on excel please z 4 0 D E F G

z 4 0 D E F G H 1 - K 3 M N O 1 2 3 Optional Assignment #9 - Due 12/9 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 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. (Spts) 5. Create 2 graphs visualizing the columns of the datatable. (2pts) z 4 0 D E F G H 1 - K 3 M N O 1 2 3 Optional Assignment #9 - Due 12/9 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 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. (Spts) 5. Create 2 graphs visualizing the columns of the datatable. (2pts)

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!