In: Finance
| Given the following data, calculate the Price, Duration and Convexity of the Bond: | ||||||||
| Face Value = | 1,000 | |||||||
| Coupon Rate= | 8.000% | |||||||
| Discount Rate= | 11.500% | |||||||
| Remaining Years to Maturity= | 3 | |||||||
| Redemption Price = | 100 | |||||||
| Redemption= | 2 | |||||||
| CALCULATIONS | ||||||||
| Time until | Payment | PV of Pmt | % | Duration | PV | Factor years | Convexity | |
| Payments | Weight | (Years) | of (CF) | Calc | ||||
| 1 | ||||||||
| 2 | ||||||||
| 3 | ||||||||
| 4 | ||||||||
| 5 | ||||||||
| 6 | ||||||||
| Total= | ||||||||
| Price= | Duration= | Convexity= | ||||||
SEE IMAGE
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