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
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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