Current Coupon First Coupon Date ...

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Other questions asked by students

		Current Coupon
First Coupon Date
Settlement Date		12/31/19	12/31/19	12/31/19
Maturity Date		12/31/24	12/31/29	12/31/49
Maturity (years)		5	10	30
Coupon Rate			1.92%
Yield-to-Maturity			1.92%
Frequency (semi-annual)		2	2	2
Par Value (face amount)		100	100	100

CLEAN PRICE
Price (Excel PRICE function)			$100.00
Price (Excel PV function)
Price (+1 basis point)	0.0001
Price (-1 basis point)	-0.0001

Accrued Interest		$0.00	$0.00	$0.00

DIRTY PRICE = CLEAN PRICE + ACCRUED INTEREST
Price
Price (+1 basis point)
Price (-1 basis point)

Effective duration (formula)		4.7753
MDURATION (Excel function)
DURATION (Excel function)
Convexity (formula)

		Yield	Duration
	Strategy 1 (10-year bond)
	Strategy 2 (74% 5-year note, 26% 30-year bond)