Unit 6 Individual Assignment

Individual Assignment (suggested level of effort: 3 hours)

Continuing with the Suburban Homes Construction Project case study found at the end of chapter 6 (and reviewing previous chapters 1 through 5), CPM 4e, complete the following individual assignment:

(20 points) Stakeholder identification and prioritization matrix (Exhibit 6-2)

(20 points) Stakeholder Matrix (Exhibit 6-4)

(20 points) Stakeholder Engagement Matrix (Exhibit 6-5)

(20 points) Communication Matrix (Exhibit 6-9)

(20 points) Mechanics

You will be assessed on content and mechanics.

Content (80 points):  The content must be based on the case study materials and reading assignments.  The PMBOK 6e and CPM 4e, along with other reputable resources can be used to supplement the responses through summarizing, paraphrasing and quoting those sources. Each matrix should be followed by a discussion of the matrix and how to use/interpret it.

Mechanics (20 points):  The total assignment length should be at least 3 pages, not to exceed 4 pages.  This is not an academic paper, therefore you do not need to follow APA guidelines.  You should review the assignment rubric in Moodle to ensure that you address all aspects of each component to this assignment.

Your Instructor will use Turn-it-in to ensure your paper is authentic work. To avoid plagiarism, see the course home page for more information and use the Purdue Online Writing Lab to learn how to paraphrase, summarize and cite the references you use in all academic writing assignments.

Running Head: SUBURBAN HOMES CONSTRUCTION PROJECT CASE STUDY 1

SUBURBAN HOMES CONSTRUCTION PROJECT CASE STUDY 2

 

 

 

 

 

 

SUBURBAN HOMES CONSTRUCTION PROJECT CASE STUDY

Name

Institute of Affiliation

Date

 

 

 

 

 

 

Stakeholder identification matrix

Serial number

The name of stakeholder

designation

The level of experience

Relationship(interpersonal)

authority

Knowledge on the system

Skills in technology

influence

Level of interest

Are used to a system like this

How much efficient are you

The goals

1

Ali Hasan Jomo

Director of the company

13 years of experience

high

Very high authority

low

High

moderate

High level of interest

Very low

Very high

Not to exceed deadline

2

Chloe Brian Ner

Managing committee

3 years of experience

low

High

moderate

Very high authority

Very low

Very high

low

High

Not to exceed deadline

3

Omar Ali Lee

Supervisor

8 years of experience

high

moderate

High

moderate

High

moderate

High

Reduce cost of operation

4

John Bruce Yu

Human resource manager

3 years of experience

low

low

High

low

low

low

High

low

Increase the level of productivity

 

Stakeholder matrix

Name of stakeholder	Contacts-email, phone, fax	Level of impact	The influence they have on the project	The role played by stakeholder	How much does the stakeholder contribute	Can the stakeholder block the project	How to engage the stakeholder
George Brown	[email protected]	high	low	Training new recruits	Fast track training	Impacting negative attitude towards the project	Bringing new recruits regularly.

 

stakeholder	Reason for engaging them	Engagement activities	What next
employees	Since employees are very important to project implementation and success, honest dialogue is encouraged. The employees are engaged on values and culture of the organization in effort to seek feedback. The organization aims at using this to keep the employees motivate at all times.	89% of the employees participated in an employee survey I the year 2016. The results were released on 2017. Human resource manager leads the analysis of the results in all levels of employees. The results and finding shaped the actions. A day is set aside where employees come together to celebrate and share their success story.	The area identified were during that survey to be worked on continually The next employee survey will b conducted on the year 2019. Use the knowledge from survey to keep employees motivated for high performance.
The surrounding community	The organization works with the communities in the urban and rural areas where it has bases of operation. They concern are understood and respected. The organization also makes efforts to contribute to stability of the communities.	No community survey was done in the year 2017 since the results from the previous year were published that year. See the report on our website. The organization continues to invest in the local community. For instance, this year the investment are about to be triple in order to reach to the underprivileged in the community	The survey results will be used to develop measures for the communities around the organization. Further investment on the community to be done for the maximum results in the area.
Contractors and suppliers	It is of great importance to collaborate with suppliers and contractors as well to deliver high quality solutions that meet the international standard set in the market. Contractors and all suppliers are advised to observe the safety measures set in place.	In the website, there are documents about engagement with contractors and suppliers. Assessments are conducted regularly on the supplied goods where their reliability is evaluated. The organization has continued to engage with systems that are in charge of certification. Next year, the management will have a team create a new policy responsible sourcing and supply chain.	Concentrate on the ongoing contracts and suppliers. The program used for evaluation needs to be extended. All contractual documents are published and the stakeholders given a copy.

 

 

Communication matrix

Level	refuse	obtain	social	information
I	Used to express discomfort	Used to express comfort	Used to express interest in other people	Says yes or no or asks a question
Ii	Used when protecting	Used to obtain more of a something	Tends to attract attention	Says yes or no or asks a question
Iii	Makes choices, Request different objects		Can show affection Request for attention	Says yes or no or asks a question
Iv			Polite social forms used Able to direct someone’s attention to something different Shares things Greets people politely	Says yes or no or asks a question
V	Objects that are missing are requested for			Is able to make comments Tends to name things Tends to name persons
Vi
Vii

 

Mechanics

Construction mechanics are very important since the project fully relies on the design. Mechanics are used during construction and projects since they are used determine the amount of materials to be used, the type of material to be used. This is helpful in budgeting since alternatives are given while trying to get the cheapest way to go. Several theories are used in this stage of develop in effort to attain the optimum conditions for the project.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

References

Kloppenborg, T. J. (2015). Contemporary project management: Organize, plan, perform.

Roeder, T. (2013). Managing project stakeholders: Building a foundation to achieve project goals. Hoboken, N.J: Wiley.

Chinyio, E., Olomolaiye, P. O., & Dawsonera. (2010). Construction stakeholder management. Chichester, U.K: Wiley-Blackwell.

Eskerod, P., & Jepsen, A. L. (2013). Project stakeholder management. Burlington, VT: Gower.

 

"Looking for a Similar Assignment? Get Expert Help at an Amazing Discount!"

Model

								2/1/12
Chapter 4. Mini Case
Situation
Sam Strother and Shawna Tibbs are vice-presidents of Mutual of Seattle Insurance Company and co-directors of the company’s pension fund management division. A major new client, the Northwestern Municipal Alliance, has requested that Mutual of Seattle present an investment seminar to the mayors of the represented cities, and Strother and Tibbs, who will make the actual presentation, have asked you to help them by answering the following questions. Because the Boeing Company operates in one of the league’s cities, you are to work Boeing into the presentation.
a. What are the key features of a bond? The key features of a bond are, Par or face value, Coupon rate , Maturity, Issue date and default risk
b. What are call provisions and sinking fund provisions? Do these provisions make bonds more or less risky? A call provision is a provision in a bond contract that gives the issuing corporation the right to redeem the bonds under specified terms prior to the normal maturity date. A sinking fund provision is a provision in a bond contract that requires the issuer to retire a portion of the bond issue each year. A sinking fund provision facilitates the orderly retirement of the bond issue. The call provisions is potentially detrimental to the investor especially if the bonds were issued in a period when interest rates were cyclically high so therefore, bonds with a call provision are riskier than those without a call provision .
Call Provisions and Sinking Funds
A call provision that allows the issuer to redeem the bond at a specified time before the maturity date. If interest rates fall, the issuer can refund the bonds and issue new bonds at a lower rate. Because of this, borrowers are willing to pay more and lenders require more on callable bonds.
In a sinking fund provision, the issuer pays off the loan over its life rather than all at the maturity date. A sinking fund reduces the risk to the investor and shortens the maturity. This is not good for investors if rates fall after issuance.
c. How is the value of any asset whose value is based on expected future cash flows determined? The value of an asset is just the present value of its expected future cash flows.
d. How is the value of a bond determined? What is the value of a 10-year, $1,000 par value bond with a 10 percent annual coupon if its required rate of return is 10 percent?
Finding the “Fair Value” of a Bond
First, we list the key features of the bond as “model inputs”:
Years to Mat:	10
Coupon rate:	10%
Annual Pmt:	$100
Par value = FV:	$1,000
Going rate, rd:	10%
The easiest way to solve this problem is to use Excel’s PV function. Click fx, then financial, then PV. Then fill in the menu items as shown in our snapshot in the screen shown just below.
Value of bond =	$1,000.00	Thus, this bond sells at its par value. That situation always exists if the going rate is equal to the coupon rate.
The PV function can only be used if the payments are constant, but that is normally the case for bonds.
e. (1.) What would be the value of the bond described in Part d if, just after it had been issued, the expected inflation rate rose by 3 percentage points, causing investors to require a 13 percent return? Would we now have a discount or a premium bond?
We could simply go to the input data section shown above, change the value for r from 10% to 13%. You can set up a data table to show the bond’s value at a range of rates, i.e., to show the bond’s sensitivity to changes in interest rates. This is done below.
			To make the data table, first type the headings, then type the rates in cells in the left column. Since the input values are listed down a column, type the formula in the row above the first value and one cell to the right of the column of values (this is B73; note that the formula in B73 actually just refers to the bond pricing formula above in B60). Select the range of cells that contains the formulas and values you want to substitute (A73:B78). Then click Data, What-If-Analysis, and then Data Table to get the menu. The input data are in a column, so put the cursor on “column input cell” and enter the cell with the value for r (B37), then Click OK to complete the operation and get the table.
	Bond Value
Going rate, r:	$1,000
0%	$2,000.00
7%	$1,210.71
10%	$1,000.00
13%	$837.21
20%	$580.75
We can use the data table to construct a graph that shows the bond’s sensitivity to changing rates.
					Put B37 here.
(2.) What would happen to the value of the 10-year bond over time if the required rate of return remained at 13 percent, or if it remained at 7 percent? Would we now have a premium or a discount bond in either situation? You pick a rate.
	Value of Bond in Given Year:
N	7%	10%	13%
0	$1,211	$1,000	$837
1	$1,195	$1,000	$846
2	$1,179	$1,000	$856
3	$1,162	$1,000	$867
4	$1,143	$1,000	$880
5	$1,123	$1,000	$894
6	$1,102	$1,000	$911
7	$1,079	$1,000	$929
8	$1,054	$1,000	$950
9	$1,028	$1,000	$973
10	$1,000	$1,000	$1,000
							You pick the rate for a bond:
							Your choice:
							20%
							Resulting bond prices
							$581
							$597
							$616
							$640
							$667
							$701
							$741
							$789
							$847
							$917
							$1,000
If rates fall, the bond goes to a premium, but it moves towards par as maturity approaches. The reverse hold if rates rise and the bond sells at a discount. If the going rate remains equal to the coupon rate, the bond will continue to sell at par. Note that the above graph assumes that interest rates stay constant after the initial change. That is most unlikely–interest rates fluctuate, and so do the prices of outstanding bonds.
Yield to Maturity (YTM)
f. (1.) What is the yield to maturity on a 10-year, 9 percent annual coupon, $1,000 par value bond that sells for $887.00? That sells for $1,134.20? What does the fact that a bond sells at a discount or at a premium tell you about the relationship between rd and the bond’s coupon rate? What is the yield-to-maturity of the bond?
Use the Rate function to solve the problem.
Years to Mat:	10
Coupon rate:	9%
Annual Pmt:	$90.00		Going rate, r =YTM:		10.91%			See RATE function at right.
Current price:	$887.00
Par value = FV:	$1,000.00
(2.) What are the total return, the current yield, and the capital gains yield for the discount bond? (Assume the bond is held to maturity and the company does not default on the bond.)
Current and Capital Gains Yields
The current yield is the annual interest payment divided by the bond’s current price. The current yield provides information regarding the amount of cash income that a bond will generate in a given year. However, it does not account for any capital gains or losses that will be realized if the bond is held to maturity or call.
Simply divide the annual interest payment by the price of the bond. Even if the bond made semiannual payments, we would still use the annual interest.
Par value	$1,000.00
Coupon rate:	9%		Current Yield =	10.15%
Annual Pmt:	$90.00
Current price:	$887.00
YTM:	10.91%
The current yield provides information on a bond’s cash return, but it gives no indication of the bond’s total return. To see this, consider a zero coupon bond. Since zeros pay no coupon, the current yield is zero because there is no interest income. However, the zero appreciates through time, and its total return clearly exceeds zero.
YTM =	Current Yield	+	Capital Gains Yield
Capital Gains Yield =		YTM	–	Current Yield
Capital Gains Yield =		10.91%	–	10.15%
Capital Gains Yield =		0.76%
g. How does the equation for valuing a bond change if semiannual payments are made? Find the value of a 10-year, semiannual payment, 10 percent coupon bond if nominal rd = 13%.
Bonds with Semiannual Coupons
Since most bonds pay interest semiannually, we now look at the valuation of semiannual bonds. We must make three modifications to our original valuation model: (1) divide the coupon payment by 2, (2) multiply the years to maturity by 2, and (3) divide the nominal interest rate by 2.
Use the Rate function with adjusted data to solve the problem.
Periods to maturity = 10*2 =		20 Christopher Buzzard: N=20, because of semi-annual compounding (10*2 = 30).
Coupon rate:		10%
Semiannual pmt = $100/2 =		$50.00 Bart Kreps: PMT=$50, because of semiannual payments (100 ÷ 2) = 50	PV =	$834.72
Future Value:		$1,000.00
Periodic rate = 13%/2 =		6.5% Christopher Buzzard: I=6.5%, because of semi-annual compounding (13%/2 = 6.5%).
Note that the bond is now more valuable, because interest payments come in faster.
Excel Bond Functions
Supose today’s date is January 1, 2013, and the bond matures on December 31, 2022
Settlement (today)		1/1/13
Maturity		12/31/22
Coupon rate		10.00%
Going rate, r		13.00%
Redemption (par value)		100
Frequency (for semiannual)		2
Basis (360 or 365 day year)		0
Value of bond =		$83.4737	or	$834.74
Notice that you could choose a current date that is between coupon payments, and the PRICE function will calculate the correct price. See the example below.
Settlement (today)		3/25/13
Maturity		12/31/22
Coupon rate		10.00%
Going rate, r		13.00%
Redemption (par value)		100
Frequency (for semiannual)		2
Basis (360 or 365 day year)		0
Value of bond =		$83.6307	or	$836.31
This is the value of the bond, but it does not include the accrued interest you would pay. The ACCRINT function will calculate accrued interest, as shown below.
Issue date		1/1/13
First interest date		6/30/13
Settlement (today)		3/25/13
Maturity		12/31/22
Coupon rate		10.00%
Going rate, r		13.00%
Redemption (par value)		100
Frequency (for semiannual)		2
Basis (360 or 365 day year)		0
Accrued interest =		$2.3333	or	$23.33
Suppose the bond’s price is $1,150. You can also calculate the yield using the YIELD function, as shown below.
Curent price		$ 1,150.00
Settlement (today)		1/1/13
Maturity		12/31/22
Coupon rate		10.00%
Redemption (par value)		100
Frequency (for semiannual)		2
Basis (360 or 365 day year)		0
Yield		7.81%
h. Suppose a 10-year, 10 percent, semiannual coupon bond with a par value of $1,000 is currently selling for $1,135.90, producing a nominal yield to maturity of 8 percent. However, the bond can be called after 5 years for a price of $1,050.
(1.) What is the bond’s nominal yield to call (YTC)?
(2.) If you bought this bond, do you think you would be more likely to earn the YTM or the YTC? Why?
Yield to Call
The yield to call is the rate of return investors will receive if their bonds are called. If the issuer has the right to call the bonds, and if interest rates fall, then it would be logical for the issuer to call the bonds and replace them with new bonds that carry a lower coupon. The yield to call (YTC) is found similarly to the YTM. The same formula is used, but years to maturity is replaced with years to call, and the maturity value is replaced with the call price.
Use the Rate function to solve the problem.
Number of semiannual periods to call:			10
Seminannual coupon rate:			5%			Semiannual Rate = I = YTC =	3.77%
Seminannual Pmt:			$50.00			Annual nominal rate =	7.53%
Current price:			$1,135.90
Call price = FV			$1,050.00
Par value			$1,000.00
i. Write a general expression for the yield on any debt security (rd) and define these terms: real risk-free rate of interest (r*), inflation premium (IP), default risk premium (DRP), liquidity premium (LP), and maturity risk premium (MRP).
j. Define the nominal risk-free rate (rRF). What security can be used as an estimate of rRF?
k. Describe a way to estimate the inflation premium (IP) for a T-Year bond.
l. What is a bond spread and how is it related to the default risk premium? How are bond ratings related to default risk? What factors affect a company’s bond rating?
m. What is interest rate (or price) risk? Which bond has more interest rate risk, an annual payment 1-year bond or a 30-year bond? Why?
Interest Rate Risk is the risk of a decline in a bond’s price due to an increase in interest rates. Price sensitivity to interest rates is greater (1) the longer the maturity and (2) the smaller the coupon payment. Thus, if two bonds have the same coupon, the bond with the longer maturity will have more interest rate sensitivity, and if two bonds have the same maturity, the one with the smaller coupon payment will have more interest rate sensitivity.
			Your Choice of Maturity		10-Yr Maturity		1-Yr Maturity
Years to Mat:	10		Rate	Price	Rate	Price	Rate	Price
Coupon rate:	9%			$929.60		$887.63		$982.87
Annual Pmt:	$90.00		5.0%	1,173.18	5.0%	$1,308.87	5.0%	$1,038.10
Current price:	$887.63		7.0%	1,082.00	7.0%	$1,140.47	7.0%	$1,018.69
Par value = FV:	$1,000.00		9.0%	1,000.00	9.0%	$1,000.00	9.0%	$1,000.00
YTM =	10.9%		11.0%	926.08	11.0%	$882.22	11.0%	$981.98
			13.0%	859.31	13.0%	$782.95	13.0%	$964.60
Years to Mat:	1										Scratch sheet for Your Choice
Coupon rate:	9%										Years to Mat:	5
Annual Pmt:	$90.00										Coupon rate:	9%
Current price:	$982.87										Annual Pmt:	$90.00
Par value = FV:	$1,000.00										Current price:	$929.60
YTM =	10.9%										Par value = FV:	$1,000.00
											YTM =	10.9%
Enter your choice for years to maturity:
	5
n. What is reinvestment rate risk? Which has more reinvestment rate risk, a 1-year bond or a 10-year bond?
o. How are interest rate risk and reinvestment rate risk related to the maturity risk premium?
p. What is the term structure of interest rates? What is a yield curve?
The term structure describes the relationship between long-term and short-term interest rates. Graphically, this relationship can be shown in what is known as the yield curve. See the hypothetical curve below.
Hypothetical Inputs								See to right for actual date used in graph.			Suppose most investors expect the inflation rate to be 5 percent next year, 6 percent the following year, and 8 percent thereafter. The real risk-free rate is 3 percent. The maturity risk premium is zero for securities that mature in 1 year or less, 0.1 percent for 2-year securities, and then the MRP increases by 0.1 percent per year thereafter for 20 years, after which it is stable. What is the interest rate on 1-year, 10-year, and 20-year Treasury securities? Draw a yield curve with these data. What factors can explain why this constructed yield curve is upward sloping?
Real risk free rate		3.00%
Expected inflation of		5%	for the next	1	years.
Expected inflation of		6%	for the next	1	years.
Expected inflation of		8%	thereafter.
											Now, we want to set up a table that encompasses all of the information for our yield curve.
											INPUT DATA
											Real risk free rate		3.00%
											Expected inflation of		5%	for the next	1	years.
											Expected inflation of		6%	for the next	1	years.
											Expected inflation of		8%	thereafter.
											Years to	Real risk-free	Inflation	Maturity Risk	Treasury
											Maturity	rate (r*)	Premium (IP)	Premium (MRP)	Yield
											1	3.00%	5.00%	0.00%	8.00%
											2	3.00%	5.50%	0.10%	8.60%
											3	3.00%	6.33%	0.20%	9.53%
											4	3.00%	6.75%	0.30%	10.05%
											5	3.00%	7.00%	0.40%	10.40%
											6	3.00%	7.17%	0.50%	10.67%
											7	3.00%	7.29%	0.60%	10.89%
											8	3.00%	7.38%	0.70%	11.08%
											9	3.00%	7.44%	0.80%	11.24%
											10	3.00%	7.50%	0.90%	11.40%
											11	3.00%	7.55%	1.00%	11.55%
											12	3.00%	7.58%	1.10%	11.68%
											13	3.00%	7.62%	1.20%	11.82%
The yield is upward sloping due to increasing expected inflation and an increasing maturity risk premium											14	3.00%	7.64%	1.30%	11.94%
											15	3.00%	7.67%	1.40%	12.07%
											16	3.00%	7.69%	1.50%	12.19%
q. Briefly describe bankruptcy law. If a firm were to default on the bonds, would the company be immediately liquidated? Would the bondholders be assured of receiving all of their promised payments?											17	3.00%	7.71%	1.60%	12.31%
											18	3.00%	7.72%	1.70%	12.42%
											19	3.00%	7.74%	1.80%	12.54%
											20	3.00%	7.75%	1.90%	12.65%
											21	3.00%	7.76%	2.00%	12.76%
											22	3.00%	7.77%	2.10%	12.87%
											23	3.00%	7.78%	2.20%	12.98%
											24	3.00%	7.79%	2.30%	13.09%
											25	3.00%	7.80%	2.40%	13.20%
											26	3.00%	7.81%	2.50%	13.31%
											27	3.00%	7.81%	2.60%	13.41%
											28	3.00%	7.82%	2.70%	13.52%
											29	3.00%	7.83%	2.80%	13.63%
											30	3.00%	7.83%	2.90%	13.73%
											The table above gives us all of the components for our Treasury yield curve. Recall, we have said that Treasury securities are subject to two kinds of risk premiums, the inflation premium and the maturity risk premium. Just as we “built” Treasury yields in the table, we can “build” a yield curve based upon these expectations.

Interest Rate Sensitivity of a 10-Year Bond

0 7.0000000000000007E-2 0.1 0.13 0.2 2000 1210.7074462279782 1000.0000000000001 837.21269572141352 580.75279144492288

 

 

 

Value of the bond over time

Rates fall to 7% 1210.7074462279782 1195.4569674639365 1179.138955186412 1161.6786820494608 1142.9961897929231 1123.0059230784277 1101.6163376939176 1078.729481332492 1054.2405450257663 1028.0373831775701 1000 Rates stay the same 1000.0000000000001 999.99999999999989 1000 1000 1000 1000.0000000000001 1000 1000 1000 999.99999999999989 1000 Rates increase to 13% 837.21269572141352 846.05034616519731 856.03689116667294 867.32168701834041 880.07350633072463 894.48306215371883 910.76586023370237 929.16542206408371 949.95692693241449 973.45132743362842 1000 Your choice 580.75279144492288 596.90334973390736 616.28401968068897 639.54082361682674 667.44898834019205 700.93878600823041 741.12654320987656 789.35185185185185 847.22222222222229 916.66666666666674 1000

Years to maturity

 

Price

 

 

 

 

 

 

 

10 Yr. versus 1 Yr.

0.05 7.0000000000000007E-2 0.09 0.11 0.13 1038.0952380952381 1018.6915887850466 999.99999999999989 981.9819819819819 964.60176991150456 0.05 7.0000000000000007E-2 0.09 0.11 0.13 1308.8693971673924 1140.4716308186521 999.99999999999989 882.21535977717576 782.95026096188474 Your Choice 1173.1790668252329 1082.0039487189517 1000.0000000000001 926.08205964701062 859.31074953829182

YTM

 

 

 

 

Hypothetical Treasury Yield Curve

Real Risk Free Rate 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 0.03 Inflation Premium 0.05 5.5E-2 6.3333333333333339E-2 6.7500000000000004E-2 6.9999999999999993E-2 7.166666666666667E-2 7.2857142857142856E-2 7.3749999999999996E-2 7.4444444444444452E-2 7.4999999999999997E-2 7.5454545454545455E-2 7.5833333333333336E-2 7.6153846153846155E-2 7.6428571428571429E-2 7.66 66666666666675E-2 7.6875000000000013E-2 7.7058823529411763E-2 7.7222222222222234E-2 7.7368421052631586E-2 7.7499999999999999E-2 Maturity Risk Premium 0 1E-3 2E-3 3.0000000000000001E-3 4.0000000000000001E-3 5.0000000000000001E-3 6.0000000000000001E-3 7.0000000000000001E-3 8.0000000000000002E-3 9.0000000000000011E-3 0.01 1.0999999999999999E-2 1.2E-2 1.3000000000000001E-2 1.4E-2 1.4999999999999999E-2 1.6E-2 1.7000000000000001E-2 1.8000000000000002E-2 1.9E-2

Maturity

 

Interest Rate

 

 

Value at 7%

Value at 13%

 

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