Ejemplo Total Return
2
Semestre FF Tasa (6m) VF -90.00 Compra 0 -90.00 Pb 5.00 1 5.00 4.00% 6.84 5.00 2 5.00 3.50% 6.58 5.00 3 5.00 3.50% 6.36 5.00 4 5.00 4.50% 6.14 5.00 5 5.00 4.50% 5.88 5.00 6 5.00 4.00% 5.62 5.00 7 5.00 4.00% 5.41 5.00 Venta 8 97.50 4.00% 97.50 5.00 9 5.00 105 Vto. 10 105.00 Valor Futuro de los Flujos Futuros 140.33 Suma de los VF de los FF 90 Rendimiento Total Semianual 5.7% Bond-equivalent yield 11.4% Yield to Maturity (año 0) 12.8% Yield to Maturity (año 4) 12.7% FFtp Pb
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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
