In the example on page.19 of book 3 Schweser, namely “Scenario Analysis”, i find it really hard to grasp the whole concept here

Originally the 9% yield is calculated given all the other parameters and the price of $105.11. Then, we are given the table of different horizon yields - how come the horizon price changes accordly? (e.g. for Horizon yield = 11, the horizon price is calculated using the 11% as I/Y now to get 95.69, so we are actually calculating the price basing on a yield assumption now?? why?

The other part that confuses me is how horizon yield is inversely related to BEY and EAR.

The horizon prices are calculated at Time 1. At which time there are 6yrs to maturity, 10% coupons, FV $100 and Yields from 5% - 11% (these are the scenarios being tested)

2 At Time 0, the bond was priced to yield 9% ($105.11). This is the value at Time 0.

At Time 1, if Horizon Yield moves up to 11% - bond value reduces, and if horizon yield goes down to 5% - Bond value increases. This is due to the inverse relationship between rates an bond prices. (see calculations)

BEY at at Time 1 will be the yield from the value at Time 0 to Time 1. BEY and EAR increase as value at time 1 increases.