Valor Nominal

Tasa Cupn
Tasa de
Rendimiento
1
Period
o
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18

100
12%
9%

2
Flujo de
Caja
12
12
12
12
12
12
12
12
12
12
12
12
12
12
12
12
12
112

3
Descuen
to
0.91743
0.84168
0.77218
0.70843
0.64993
0.59627
0.54703
0.50187
0.46043
0.42241
0.38753
0.35553
0.32618
0.29925
0.27454
0.25187
0.23107
0.21199

Duracin

1145.
29
126.2
7

Duracin
M

9.07
(1+0.
09)

= 9.07

= 8.32

2*3
11.01
10.10
9.27
8.50
7.80
7.16
6.56
6.02
5.53
5.07
4.65
4.27
3.91
3.59
3.29
3.02
2.77
23.74

1*4
11.01
20.20
27.80
34.00
39.00
42.93
45.95
48.18
49.73
50.69
51.15
51.20
50.88
50.27
49.42
48.36
47.14
427.38

t^(2)+t
2
6
12
20
30
42
56
72
90
110
132
156
182
210
240
272
306
342

126.27

1145.29

4*6
22.0
60.6
111.2
170.0
234.0
300.5
367.6
433.6
497.3
557.6
613.9
665.6
712.4
754.1
790.7
822.1
848.5
8120.2
16081.7
6