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D. Delete- B TV- a A- Merge & Center - $ - %1 Conditional Formatas Cell Formatting - Table - Styles d Format ZY Sort Find Filter Select Editing Tent Alignment Number CE M P N Zero Coupon K Current Coupon 6/30/2020 6/30/2020 6/30/2020 3/31/2020 3/31/2020 3/31/2020 12/31/2024 12/31/2029 12/31/2049 4.75 9.75 29.75 0.37% 0.70% 1.35% 0.37% 0.70% 1.35% 2 2 2 100 100 100 First Coupon Date Settlement Date Maturity Date Maturity (years) Coupon Rate Yield-to-Maturity Frequency (semi-annual) Par Value (face amount) 12/31/2019 3/31/2020 12/31/2049 12/31/2049 30 29.75 Settlement Date Maturity Date Maturity (years) Coupon Rate Yield-to-Maturity Frequency (semi-annual) Par Value (face amount) 2 100 2 100 CLEAN PRICE Price (Excel PRICE function) Price (Excel PV function) Price (+1 basis point) Price (-1 basis point) $100.00 $100.00 $99.95 $100.05 $100.00 $100.00 $99.91 $100,09 $100.00 $100.00 $99.76 $100.24 CLEAN PRICE Price (Excel PRICE function) Price (Excel PV function) Price (*1 basis point) Price (-1 basis point) + Accrued Interest $1.76 $6.83 $40.16 Accrued Interest $0.00 $0.00 DIRTY PRICE = CLEAN PRICE + ACCRUED INTEREST Price $101.76 $106.82 Price (+1 basis point) $101.71 $106.73 template 2_template $140.16 $139.92 DIRTY PRICE CLEAN PRICE + ACCRUED INTEREST Price Price (+1 basis point) Home Page Layout Formules B Review View Help X Calih Wiap let ' ' -A- Currency BIU-- Merge Center Delete WD $ - % Sorta Find Cpboard Font Conditional Formats Cell Formatting Table Syles Styles Agent Number C 10 X G H 18 M 20 DIRTY PRICE CLEAN PRICE + ACCRUED INTEREST Price $101.76 $106.82 Price (+1 basis point) $101.71 $106.73 Price (-1 basis point) $101.30 $106.92 $140.16 $139.92 $140.41 DIRTY PRICE - CLEAN PRICE ACCRUED INTEREST Price Price (+1 basis point) Price (1 basis point) 22 23 Effective duration formula) 4.62 8.81 17.43 24 25 26 27 28 29 30 31 Effective duration (formula) MDURATION (Excel function) DURATION (Excel function) Convexity (formula) Change in Yield Initial Price Duration Adjustment Convexity Adjustment Estimated Price -1.32% -1.22% $100.00 $100.00 $6.30 $9.27 -1.049 $100,00 $12.92 $111.73 33 + Rate of Return (30-year zero coupon bond) 34 35 36 Rate of Return (30-year coupon bond) Rate of Retum (5-year coupon note Strategy 2 Return (74% 5-year note, 26% 30 year bond) Strategy 1 Return (10-year bond) 38 template Zemplate D. Delete- B TV- a A- Merge & Center - $ - %1 Conditional Formatas Cell Formatting - Table - Styles d Format ZY Sort Find Filter Select Editing Tent Alignment Number CE M P N Zero Coupon K Current Coupon 6/30/2020 6/30/2020 6/30/2020 3/31/2020 3/31/2020 3/31/2020 12/31/2024 12/31/2029 12/31/2049 4.75 9.75 29.75 0.37% 0.70% 1.35% 0.37% 0.70% 1.35% 2 2 2 100 100 100 First Coupon Date Settlement Date Maturity Date Maturity (years) Coupon Rate Yield-to-Maturity Frequency (semi-annual) Par Value (face amount) 12/31/2019 3/31/2020 12/31/2049 12/31/2049 30 29.75 Settlement Date Maturity Date Maturity (years) Coupon Rate Yield-to-Maturity Frequency (semi-annual) Par Value (face amount) 2 100 2 100 CLEAN PRICE Price (Excel PRICE function) Price (Excel PV function) Price (+1 basis point) Price (-1 basis point) $100.00 $100.00 $99.95 $100.05 $100.00 $100.00 $99.91 $100,09 $100.00 $100.00 $99.76 $100.24 CLEAN PRICE Price (Excel PRICE function) Price (Excel PV function) Price (*1 basis point) Price (-1 basis point) + Accrued Interest $1.76 $6.83 $40.16 Accrued Interest $0.00 $0.00 DIRTY PRICE = CLEAN PRICE + ACCRUED INTEREST Price $101.76 $106.82 Price (+1 basis point) $101.71 $106.73 template 2_template $140.16 $139.92 DIRTY PRICE CLEAN PRICE + ACCRUED INTEREST Price Price (+1 basis point) Home Page Layout Formules B Review View Help X Calih Wiap let ' ' -A- Currency BIU-- Merge Center Delete WD $ - % Sorta Find Cpboard Font Conditional Formats Cell Formatting Table Syles Styles Agent Number C 10 X G H 18 M 20 DIRTY PRICE CLEAN PRICE + ACCRUED INTEREST Price $101.76 $106.82 Price (+1 basis point) $101.71 $106.73 Price (-1 basis point) $101.30 $106.92 $140.16 $139.92 $140.41 DIRTY PRICE - CLEAN PRICE ACCRUED INTEREST Price Price (+1 basis point) Price (1 basis point) 22 23 Effective duration formula) 4.62 8.81 17.43 24 25 26 27 28 29 30 31 Effective duration (formula) MDURATION (Excel function) DURATION (Excel function) Convexity (formula) Change in Yield Initial Price Duration Adjustment Convexity Adjustment Estimated Price -1.32% -1.22% $100.00 $100.00 $6.30 $9.27 -1.049 $100,00 $12.92 $111.73 33 + Rate of Return (30-year zero coupon bond) 34 35 36 Rate of Return (30-year coupon bond) Rate of Retum (5-year coupon note Strategy 2 Return (74% 5-year note, 26% 30 year bond) Strategy 1 Return (10-year bond) 38 template Zemplate

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