I need to price a 5 year GBP par bullet bond issue, with Price, Coupon, Yield to Maturity and Modified Duration.

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uktreasury-datamarch2013.xls
Home>Business & Finance homework help>I need to price a 5 year GBP par bullet bond issue, with Price, Coupon, Yield to Maturity and Modified Duration.

Sheet1

UK Treasury Bond Data
UK Treasury Notes Coupon Yield to Maturity Zero Coupon Rate
1 year 2.25% 0.20% 0.20%
2 year 2.75% 0.34%
3 year 2.00% 0.41%
4 year 1.75% 0.63%
5 year 5.00% 0.95%

Sheet2

Sheet3