PART II: CORPORATE BOND This project entire project will be submitted via one excel document,...
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PART II: CORPORATE BOND This project entire project will be submitted via one excel document, not a word or PDF document. For all of the following Corporate Bonds, use the information gathered from|FINRA.org estimate the following for each bond (calculate all 5 for each bond): JPMORGAN CHASE \& CO - 6.4\% - MAY 2038 B-JPM-6.4-15052038 1. Estimate the YTM using the most recent price listed on finra.org. 2. Calculate the bond's Macaulay Duration. (use the formula in the book) 3. If there is a 0.5% increase in rates, what should happen to the bond price (use Macaulay Duration) 4. Calculated the bond's modified Duration 5. Calculate the Dirty Price of the bond if you bought it today (show your work) MICROSOFT CORP - 5.2\% - JUN 2039 B-MSFT-5.2-01062039 1 Estimate the YTM using the most recent price listed on finra.org. 2 Calculate the bond's Macaulay Duration. (use the formula in the book) 3 If there is a 0.5% increase in rates, what should happen to the bond price (use Macaulay Duration) 4 Calculated the bond's modified Duration 5 Calculate the Dirty Price of the bond if you bought it today (show your work) GOLDMAN SACHS GROUP INC - 6.25\% - FEB 2041 B-GS-6.25-01022041 1 Estimate the YTM using the most recent price listed on finra.org. 2 Calculate the bond's Macaulay Duration. (use the formula in the book) 3 If there is a 0.5% increase in rates, what should happen to the bond price (use Macaulay Duration) 4 Calculated the bond's modified Duration 5 Calculate the Dirty Price of the bond if you bought it today (show your work) BANK AMER CORP - 3.875\% - AUG 2025 B-BAC-3.8750-08012025 1 Estimate the YTM using the most recent price listed on finra.org. 2 Calculate the bond's Macaulay Duration. (use the formula in the book) 3 If there is a 0.5% increase in rates, what should happen to the bond price (use Macaulay Duration) 4 Calculated the bond's modified Duration 5 Calculate the Dirty Price of the bond if you bought it today (show your work) ADVANCED MICRO DEVICES INC - 3.924\% - JUN 2032 B-AMD - 3.924-06012032 1. Estimate the YTM using the most recent price listed on finra.org. 2. Calculate the bond's Macaulay Duration. (use the formula in the book) 3. If there is a 0.5% increase in rates, what should happen to the bond price (use Macaulay Duration) 4. Calculated the bond's modified Duration 5. Calculate the Dirty Price of the bond if you bought it today (show your work) PART II: CORPORATE BOND This project entire project will be submitted via one excel document, not a word or PDF document. For all of the following Corporate Bonds, use the information gathered from|FINRA.org estimate the following for each bond (calculate all 5 for each bond): JPMORGAN CHASE \& CO - 6.4\% - MAY 2038 B-JPM-6.4-15052038 1. Estimate the YTM using the most recent price listed on finra.org. 2. Calculate the bond's Macaulay Duration. (use the formula in the book) 3. If there is a 0.5% increase in rates, what should happen to the bond price (use Macaulay Duration) 4. Calculated the bond's modified Duration 5. Calculate the Dirty Price of the bond if you bought it today (show your work) MICROSOFT CORP - 5.2\% - JUN 2039 B-MSFT-5.2-01062039 1 Estimate the YTM using the most recent price listed on finra.org. 2 Calculate the bond's Macaulay Duration. (use the formula in the book) 3 If there is a 0.5% increase in rates, what should happen to the bond price (use Macaulay Duration) 4 Calculated the bond's modified Duration 5 Calculate the Dirty Price of the bond if you bought it today (show your work) GOLDMAN SACHS GROUP INC - 6.25\% - FEB 2041 B-GS-6.25-01022041 1 Estimate the YTM using the most recent price listed on finra.org. 2 Calculate the bond's Macaulay Duration. (use the formula in the book) 3 If there is a 0.5% increase in rates, what should happen to the bond price (use Macaulay Duration) 4 Calculated the bond's modified Duration 5 Calculate the Dirty Price of the bond if you bought it today (show your work) BANK AMER CORP - 3.875\% - AUG 2025 B-BAC-3.8750-08012025 1 Estimate the YTM using the most recent price listed on finra.org. 2 Calculate the bond's Macaulay Duration. (use the formula in the book) 3 If there is a 0.5% increase in rates, what should happen to the bond price (use Macaulay Duration) 4 Calculated the bond's modified Duration 5 Calculate the Dirty Price of the bond if you bought it today (show your work) ADVANCED MICRO DEVICES INC - 3.924\% - JUN 2032 B-AMD - 3.924-06012032 1. Estimate the YTM using the most recent price listed on finra.org. 2. Calculate the bond's Macaulay Duration. (use the formula in the book) 3. If there is a 0.5% increase in rates, what should happen to the bond price (use Macaulay Duration) 4. Calculated the bond's modified Duration 5. Calculate the Dirty Price of the bond if you bought it today (show your work)
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