Ejemplo Total Return

Post on 18-Aug-2015

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Total Return

Transcript of Ejemplo Total Return

Semestre FF Tasa (6m) VF-90.00 Compra 0 -90.00 Pb5.00 1 5.00 4.00% 6.845.00 2 5.00 3.50% 6.585.00 3 5.00 3.50% 6.365.00 4 5.00 4.50% 6.145.00 5 5.00 4.50% 5.885.00 6 5.00 4.00% 5.625.00 7 5.00 4.00% 5.415.00 Venta 8 97.50 4.00% 97.50 -97.505.00 9 5.00 5105 Vto. 10 105.00 105Valor Futuro de los Flujos Futuros140.33 Suma de los VF de los FF90Rendimiento Total Semianual 5.7%Bond-equivalent yield 11.4%Yield to Maturity (ao 0) 12.8%Yield to Maturity (ao 4) 12.7%FFtpPb