Nominal 10000 T=100years\ ytm 0.08 0.09 0.07 cupoun 0.1 PRICE 12498.86351 T 5 years years 1 2 3 4 5 4.545947871 CF 1000 1000 1000 1000 11000 DCF 925.9259259 857.3388203 793.832241 735.0298528 7486.415167 n*DCF 925.9259259 1714.677641 2381.496723 2940.119411 37432.07584 P 10798.54201 nP 45394.29554 Mac.Duration 4.203743015 years Mod.Duration 3.892354644 % DollarDuration 420.3175513 $ delta ytm Approximation a) + 1 % 10378.22446 b) - 1 % 11218.85956 years 1 2 3 4 5 plus 1% CF 1000 1000 1000 1000 11000 DCF 917.4311927 841.6799933 772.1834801 708.4252111 7149.245249 n*DCF 917.4311927 1683.359987 2316.55044 2833.700844 35746.22625 P 10388.96513 years 1 2 3 4 5 minus 1% CF 1000 1000 1000 1000 11000 DCF 934.5794393 873.4387283 816.2978769 762.895212 7842.847974 n*DCF 934.5794393 1746.877457 2448.893631 3051.580848 39214.23987 P 11230.05923