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- Date Submitted: 05/02/2016 4:53 AM
- Category: Book Reports
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BU232 Homework 1.1 – T-bond Prices and Yields

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BU232 Homework 1.1 – T-bond Prices and Yields

Homework 1.1 – T-bond Prices and Yields

I.

Consider the Treasury bonds below with principal of $1,000,000, where “today” is

13 January 2016:

1. Find the bid and asked prices and the bid-asked spread for Bond 1

Bid price = $______1030703_________

Asked price = $______1031016_________

Bid¬Asked spread = $____313______

2. Using Excel’s date function find the remaining maturity in years for Bond 1

Maturity = ___28.84__ years

3. If Bond 1 is sold “today” find the bond’s invoice price

AI = $____4862.64______, Invoice price = $___1035253.64____________

II.

Using Excel’s function complete the following calculations

1. Using Excel’s price function find the asked price for Bond 2

Price = $__1190938_____________

2. Using Excel’s yield function find the asked YTM for Bond 3

YTM = __2.819___ %

Prof. R. Philip Giles

BU232.720 Fixed Income

BU232 Homework 1.1 – T-bond Prices and Yields

To Buy this Class Copy & paste below link in your Brower

http://homeworkregency.com/downloads/bu232-homework-1-1-t-bond-prices-and-yields/

Or Visit Our Website

Visit : http://www.homeworkregency.com

Email Us : homeworkregency@gmail.com

BU232 Homework 1.1 – T-bond Prices and Yields

Homework 1.1 – T-bond Prices and Yields

I.

Consider the Treasury bonds below with principal of $1,000,000, where “today” is

13 January 2016:

1. Find the bid and asked prices and the bid-asked spread for Bond 1

Bid price = $______1030703_________

Asked price = $______1031016_________

Bid¬Asked spread = $____313______

2. Using Excel’s date function find the remaining maturity in years for Bond 1

Maturity = ___28.84__ years

3. If Bond...