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  • 2% Coupon 3% Coupon 4% Coupon Two Years 98.5 3.79% Three Years Bond X Step 1 Four Years Five Years 90.25 99.125 4.18% 4.20%

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    Raksha Shetty
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    The document compares coupon rates and prices of bond X over different maturity periods. It shows the price of bond X with coupons of 2%, 3%, 4%, and 5% over two, three, four, and five years. It also uses a price function to calculate the price of a six year bond X with a 2% coupon, face value of $100, and interest rate of 1.965%.

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    Matrix Pricing

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    The document compares coupon rates and prices of bond X over different maturity periods. It shows the price of bond X with coupons of 2%, 3%, 4%, and 5% over two, three, four, and five years. It also uses a price function to calculate the price of a six year bond X with a 2% coupon, face value of $100, and interest rate of 1.965%.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    32 views2 pages

    2% Coupon 3% Coupon 4% Coupon Two Years 98.5 3.79% Three Years Bond X Step 1 Four Years Five Years 90.25 99.125 4.18% 4.20%

    Uploaded by

    Raksha Shetty
    The document compares coupon rates and prices of bond X over different maturity periods. It shows the price of bond X with coupons of 2%, 3%, 4%, and 5% over two, three, four, and five years. It also uses a price function to calculate the price of a six year bond X with a 2% coupon, face value of $100, and interest rate of 1.965%.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    2% Coupon 3% Coupon 4% Coupon

    Two Years 98.5


    3.79%
    Three Years BOND X

    Step 1 Four Years

    Five Years 90.25 99.125


    4.18% 4.20%

    Step 2 3.8 BOND X


    3.9300

    Step 3 Price Can I Use Price Function


    FV 100
    Coupon 2
    Period 6
    Rate 1.965
    Price ($1.16)
    5% Coupon
    102.25
    3.82%
    3.80%

    4.19%

    4.19

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