Unformatted text preview: from (b)? 4. Create an Excel spreadsheet that can calculate the price and the duration of a bond with maturity m, coupon rate C, face value F, and yield to maturity λ . - You need to specify 4 input cells (m, C, F and λ ) - Create two output cells that calculate the price and the duration respectively. - Submit the Excel file to the Moodle website – click “upload a file” link in the assignment 03 section 5. Derive equation (3.3) in the textbook. 6. You are obligated to pay $10,000 in a year. There are two bonds with the following information The yields for both bonds are 6%. Construct a portfolio of bonds A and B using the immunization technique....
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- Spring '10
- following cash flow, current bond price