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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