A)

Tasa 8% 1 80
n 12 2 80
M 1000 3 80
Kd1 7.00% 4 80
Kd2 8.00% 5 80
Kd3 10.00% 6 80
7 80
8 80
9 80
10 80
11 80
12 1080
VAN Kd1 S/1,079.43
VAN Kd2 S/1,000.00
VAN Kd3 S/863.73

B)
VAN Kd1 S/1,079.43 Prima
VAN Kd2 S/1,000.00 Valor Nominal
VAN Kd3 S/863.73 Descuento
https://www.coursehero.com/file/22462270/TAREA-2-valuacion-de-bonos/
A) 0 -1150
Tasa 11% 1 110
n 18 2 110
M 1000 3 110
4 110
5 110
6 110
7 110
RENDI ACT 9.5652% 8 110
9 110
10 110
11 110
12 110
13 110
14 110
15 110
16 110
17 110
18 1110
TIR= 9.26%
B) Tasa 11%
n 18 0 -1150
M 1000 1 110
Kd 10% 2 110
3 110
4 110
5 110
6 110
7 110
8 110
9 110
10 110
11 110
12 110
13 110
14 110
 15 110
16 110
17 110
18 1110
VAN= S/1,082.01
A) Tasa 6% 1 1200
n 15 2 1200
M 20000 3 1200
Kd 8% 4 1200
5 1200
6 1200
7 1200
8 1200
9 1200
10 1200
11 1200
12 1200
13 1200
14 1200
15 21200
VAN= S/16,576.21

B) Tasa 0% 1 0
n 15 2 0
M 20000 3 0
Kd 8% 4 0
5 0
6 0
7 0
8 0
9 0
10 0
11 0
12 0
13 0
14 0
15 20000
VAN= S/6,304.83
C) Tasa 6% n Bono C(1+r)^(-n)
n 15 6/3/2020 0 -S/ 20,000.00
M 20000 6/3/2021 1 S/ 1,200.00 S/ 1,132.08
Kd 8% 6/3/2022 2 S/ 1,200.00 S/ 1,068.00
6/3/2023 3 S/ 1,200.00 S/ 1,007.54
6/3/2024 4 S/ 1,200.00 S/ 950.51
6/3/2025 5 S/ 1,200.00 S/ 896.71
6/3/2026 6 S/ 1,200.00 S/ 845.95
6/3/2027 7 S/ 1,200.00 S/ 798.07
6/3/2028 8 S/ 1,200.00 S/ 752.89
6/3/2029 9 S/ 1,200.00 S/ 710.28
6/3/2030 10 S/ 1,200.00 S/ 670.07
6/3/2031 11 S/ 1,200.00 S/ 632.15
6/3/2032 12 S/ 1,200.00 S/ 596.36
6/3/2033 13 S/ 1,200.00 S/ 562.61
6/3/2034 14 S/ 1,200.00 S/ 530.76
6/3/2035 15 S/ 21,200.00 S/ 8,846.02
S/ 20,000.00
n*C(1+r)^(-n) Duración
METODO 1 10.29498393
S/ 1,132.08 METODO 2 10.29498393
S/ 2,135.99
S/ 3,022.63
S/ 3,802.05
S/ 4,483.55
S/ 5,075.72
S/ 5,586.48
S/ 6,023.16
S/ 6,392.50
S/ 6,700.74
S/ 6,953.60
S/ 7,156.36
S/ 7,313.89
S/ 7,430.66
S/ 132,690.29
S/ 205,899.68