duration - A 1 Year 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
Year Bond 1 Bond 2 Bond 3 Liability Spot rate 1 100 100 100 1630 0.04 96.38 96.38 96.38 1571.05 92.9 92.9 92.9 1514.24 2 100 100 100 1630 0.04 91.7 91.7 91.7 1494.73 175.63 175.63 175.63 2862.72 3 1100 100 100 1630 0.05 950.98 86.45 86.45 1409.17 2717.79 247.07 247.07 4027.28 4 0 100 100 1630 0.05 0 80.99 80.99 1320.13 0 307.32 307.32 5009.39 5 0 100 100 1630 0.06 0 75.55 75.55 1231.43 0 357.14 357.14 5821.35 6 100 100 1630 0.06 0 70.27 70.27 1145.47 0 397.57 397.57 6480.4 7 100 100 1630 0.06 0 65.26 65.26 1063.66 0 429.77 429.77 7005.18 8 100 100 1630 0.06 0 60.54 60.54 986.73 0 454.83 454.83 7413.78 9 100 100 1630 0.07 0 56.13 56.13 914.94 0 473.79 473.79 7722.73 10 1100 100 1630 0.07 0 572.47 52.04 848.3 0 5362.78 487.53 7946.66 11 1200 100 1630 0.07 0 579.11 48.26 786.62 0 5961.91 496.83 8098.26 12 1200 100 1630 0.07 0 537.16 44.76 729.64 0 6028.27 502.36 8188.4 13 100 1630 0.07 0 0 41.54 677.04 0 0 504.68 8226.33 14 1000 1630 0.07 0 0 385.58 628.5 0 0 5042.91 8219.95 15 1100 1630 0.07 0 0 393.9 583.69 0 0 5517.52 8175.97 a1 a2 a3 a4 Price 1139.06
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 03/17/2010 for the course ACCT acct 4360 taught by Professor Robert during the Spring '10 term at DeVry Colorado Springs.

Page1 / 3

duration - A 1 Year 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online