ACST2001 Financial Modelling Group spreadsheet project S1 2021 [10 marks] Version 1.01 The objective of this assignment is to confirm some of the results presented to you in week 07, on slides 40–42. We proceed as follows. In a spreadsheet, create three separate sheets, labelled ‘Part a’, ‘Part b’, and ‘Part c’. Then answer the following questions. 1. [3 marks] On your sheet labelled ‘Part a’ do the following. Firstly, you are required to price a number of bonds (30 in all). We start by considering a 2% Treasury bond, maturing in 7 years. Price this bond at yields to maturity of • 47 basis points
ACST2001 Financial Modelling Group spreadsheet project S1 2021 [10 marks] Version 1.01 The objective of this assignment is to confirm some of the results presented to you in week 07, on slides 40–42. We proceed as follows. In a spreadsheet, create three separate sheets, labelled ‘Part a’, ‘Part b’, and ‘Part c’. Then answer the … Read more