I have some floating-rate bonds questions, and I attached them below.

5
Practical Analysis
Student Name
Student Number
Course Name
Course Number
Date
Assignment Details
Answer to the QUESTION 4
According to the given details the analysis is as follows:-
Discounting Rate = 8 %
Coupon rate : LIBOR+2 % = 10 %
Discounting rate : LIBOR + 5 % = 13 %
Par Value of Bond = $ 1000
    Year
     
    Net Cash Flow
    PV @ 13 %
    PV
    Duration D = PV * Year
    Convexity
    1
    1000 * 10 %
     $ 100.00
    0.884955752
     $ 88.50
    88.49557522
    176.99115
    1213
    0.14591
    2
    1000 +100
     $ 1,100.00
    0.783146683
     $ 861.46
    1722.922703
    5168.76811
    1213
    4.26114
     
     
     
     
     $ 949.96
    1811.418279
    PV * (PERIOD +1)
    PV +( 1.13 )^2
    4.40706
    Macauly Duration
     
     
    1811.42 / 949 .96
    1.906842539
     
    C = (1/B) * d2(B(r))/dr2
    Modified Duration of this floater
     
     
    1.687471274
     
     
     
    
    
(Gibbons, Mann, & Hoskins, 2017).
Answer : 0.90
Answer to the QUESTION 5
    Year
     
    Net Cash Flow
    PV @ 13 %
    PV
    Duration D = PV * Year
    Convexity
    1
    1000 * 10 %
     $ ...