Face value 1000

coupon 8.50% 1033.55

maturity 10 years 0.500%
yield 8% 1.000%
C 85 1.500%
Price 1033.55 2.000%
2.500%
3.000%
Price Yield Chart
3.500%
12
4.000%
10 4.500%
5.000%
8
5.500%
6 6.000%
6.500%
4
7.000%
2 7.500%
8.000%
0
8.500%
00% 00% 00% 00% 00% 00% 00% 00% 00% 00% 00% 00% 00% 00% 00%
5 5 5 5 5 5 5 5 5 9.000%
5 .5 .5 .5 .5 .5
0. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10 11 12 13 14
9.500%
10.000%
10.500%
11.000%
11.500%
12.000%
12.500%
13.000%
13.500%
14.000%
14.500%
15.000%
Face value 100
coupon 11.25% Periods CF PV(CF) Weights Mac
maturity 6 0.5 1 5.625 5.56958 0.036611 0.018306
yield 4.00% 1 2 5.625 5.514706 0.036251 0.036251
m 2.00 1.5 3 5.625 5.460372 0.035894 0.05384
C 11.25 2 4 5.625 5.406574 0.03554 0.07108
Price 138.34 2.5 5 5.625 5.353306 0.03519 0.087974
3 6 5.625 5.300563 0.034843 0.104529
3.5 7 5.625 5.24834 0.0345 0.120749
4 8 5.625 5.196631 0.03416 0.136639
4.5 9 5.625 5.145431 0.033823 0.152205
5 10 5.625 5.094736 0.03349 0.16745
5.5 11 5.625 5.04454 0.03316 0.182381
6 12 105.625 93.79198 0.616538 3.69923

152.1268 4.830635