Change 35 a N( en..! ,i V n In apt, = 1 I Rate Duration 1.0 Duration 4.6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 100 17 il 7 Avg Par Coupon 440 Change in Price -462 -107 -53 -60 Libor/Tsy Change 18 Current Yield 701 409 Total Change in Yield 53 Current Price 95.8 10

34 1 48 49 Predicted Change -15 100 Rate Duration 1.0 Duration 4,6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 82 49 48 49 Avg Par Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 100 Current Yield 737 421 Total Change in Yield 85 Current Price 100.4

34 1 48 49 Predicted Change -15 100 Rate Duration 1.0 Duration 4,6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 82 49 48 49 Avg Par Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 100 Current Yield 737 421 Total Change in Yield 85 Current Price 100.4