50.1K

Verified Solution

Question

Finance

Zero Coupon
Settlement Date 12/31/19 3/31/20
Maturity Date 12/31/49 12/31/49
Maturity (years) 30 29.75
Coupon Rate
Yield-to-Maturity
Frequency (semi-annual) 2 2
Par Value (face amount) 100 100
CLEAN PRICE
Price (Excel PRICE function)
Price (Excel PV function)
Price (+1 basis point)
Price (-1 basis point)
Accrued Interest $0.00 $0.00
DIRTY PRICE = CLEAN PRICE + ACCRUED INTEREST
Price
Price (+1 basis point)
Price (-1 basis point)
Effective duration (formula)
MDURATION (Excel function)
DURATION (Excel function)
Convexity (formula)
Rate of Return (30-year zero coupon bond)

Answer & Explanation Solved by verified expert
Get Answers to Unlimited Questions

Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!

Membership Benefits:
  • Unlimited Question Access with detailed Answers
  • Zin AI - 3 Million Words
  • 10 Dall-E 3 Images
  • 20 Plot Generations
  • Conversation with Dialogue Memory
  • No Ads, Ever!
  • Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Become a Member

Other questions asked by students