Chapter_20

Chapter_20 - Chapter 20 Problems 1-10 Input boxes in tan...

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Chapter 20 Problems 1-10 Input boxes in tan Output boxes in yellow Given data in blue Calculations in red Answers in green NOTE: Some functions used in these spreadsheets may require that the "Analysis ToolPak" or "Solver Add-in" be installed in Excel. To install these, click on "Tools|Add-Ins" and select "Analysis ToolPak and "Solver Add-In."
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Chapter 20 Question 1 Input area: Dirty price $1,140.00 Coupon rate 7.2% Months to next maturity 5 Par value $1,000 Output area: Accrued interest $6.00 Clean price $1,134.00
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Chapter 20 Question 2 Input area: Clean price $865.00 Coupon rate 6.5% Months to next maturity 3 Par value $1,000 Output area: Accrued interest $16.25 Invoice price $881.25
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Chapter 20 Question 3 Input area: Coupon rate 12.00% Maturity (years) 30 One-year interest rate 11.00% Probability of rate in one year 50% Rate in one year 14% Probability of rate in one year 50% Rate in one year 7% Output area: Price in one year: If interest rates are 14% Price $859.97 If interest rates are 7% Price $1,617.16 Price today $1,112.79
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Chapter_20 - Chapter 20 Problems 1-10 Input boxes in tan...

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