Example 9-1 p.

239 Fixed Income Securities European Bonds Settlement Date Maturity Date Percent Coupon Percent Yield Frequency pa Basis Duration =

1/1/2013 1/1/2019 8% 8% 1 1 4.993

Example 9-2 p.240 Fixed Income Securities US Treasury Bonds Settlement Date Maturity Date Percent Coupon Percent Yield Frequency pa Basis Duration =

Table 9-3 1/1/2013 1/1/2015 8% 12% 2 1 1.883

Example 9-2 p.240 Fixed Income Securities US Treasury Bonds Settlement Date Maturity Date Percent Coupon Percent Yield Frequency pa Basis Duration =

Table 9-5 1/1/2013 1/1/2015 8% 16% 2 1 1.878

Example p.241 Fixed Income Securities US Treasury Bonds Settlement Date Maturity Date Percent Coupon Percent Yield Frequency pa Basis Duration =

Table 9-6 1/1/2013 1/1/2014 8% 12% 2 1 0.980

Years 1.000 0.000 1 2 Maturity 3

Example 9-2 p.240 Fixed Income Securities US Treasury Bonds Settlement Date Maturity Date Percent Coupon Percent Yield Frequency pa Basis Duration =

Maturity Table 9-4 1/1/2013 1/1/2015 6% 12% 2 1 1.909

Duration 1 0.9804 2 1.8829 3 2.7088

3.000

2.000

Example p.243 Fixed Income Securities US Treasury Bonds Settlement Date Maturity Date Percent Coupon Percent Yield Frequency pa Basis Duration =

Table 9-7 1/1/2013 1/1/2016 8% 12% 2 1 2.709